A Riemannian symmetric rank-one trust-region method

DOI10.1007/S10107-014-0765-1zbMath1314.65083OpenAlexW1974766144WikidataQ115385321 ScholiaQ115385321MaRDI QIDQ2340330

Wen Huang, Pierre-Antoine Absil, Kyle A. Gallivan

Publication date: 16 April 2015

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-014-0765-1

zbMATH Keywords

convergenceStiefel manifoldRayleigh quotientnumerical experimenttrust-region methodRiemannian optimizationjoint diagonalizationsymmetric rank-one updateoptimization on manifolds

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53) Interior-point methods (90C51) Programming in abstract spaces (90C48)

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Uses Software

• Manopt
• RTRMC

Cites Work

• Low-Rank Optimization on the Cone of Positive Semidefinite Matrices
• A Theoretical and Experimental Study of the Symmetric Rank-One Update
• Low-Rank Optimization with Trace Norm Penalty

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