Trust-region methods on Riemannian manifolds

DOI10.1007/s10208-005-0179-9zbMath1129.65045OpenAlexW2110662303WikidataQ115385159 ScholiaQ115385159MaRDI QIDQ2385533

C. G. Baker, Pierre-Antoine Absil, Kyle A. Gallivan

Publication date: 12 October 2007

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10208-005-0179-9

zbMATH Keywords

algorithmconvergenceRiemannian manifoldsnumerical optimizationtruncated conjugate gradienttrust regionoptimization on manifoldsSteihaug-Toint method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) General theory of numerical analysis in abstract spaces (65J05) Nonconvex programming, global optimization (90C26) Interior-point methods (90C51) Programming in abstract spaces (90C48) Real-valued functions on manifolds (58C05)

Related Items

Adaptive trust-region method on Riemannian manifold ⋮ A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds ⋮ Riemannian Hamiltonian Methods for Min-Max Optimization on Manifolds ⋮ A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold ⋮ Proximal gradient algorithm with trust region scheme on Riemannian manifold ⋮ A communication-efficient and privacy-aware distributed algorithm for sparse PCA ⋮ Faster Riemannian Newton-type optimization by subsampling and cubic regularization ⋮ A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints ⋮ Memoryless quasi-Newton methods based on the spectral-scaling Broyden family for Riemannian optimization ⋮ An adaptive Riemannian gradient method without function evaluations ⋮ Likelihood-based surrogate dimension reduction ⋮ Generalized left-localized Cayley parametrization for optimization with orthogonality constraints ⋮ Unnamed Item ⋮ A truncated-CG style method for symmetric generalized eigenvalue problems ⋮ Riemannian Trust-Region Method for the Maximal Correlation Problem ⋮ A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ \(\varepsilon\)-subgradient algorithms for locally Lipschitz functions on Riemannian manifolds ⋮ A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction ⋮ \(S_{1/2}\) regularization methods and fixed point algorithms for affine rank minimization problems ⋮ On maximal monotonicity of bifunctions on Hadamard manifolds ⋮ \(H_2\) optimal reduced models of general MIMO LTI systems via the cross Gramian on the Stiefel manifold ⋮ Riemannian Conjugate Gradient Methods: General Framework and Specific Algorithms with Convergence Analyses ⋮ Adaptive Quadratically Regularized Newton Method for Riemannian Optimization ⋮ A class of smooth exact penalty function methods for optimization problems with orthogonality constraints ⋮ Maximization of Matrix Trace Function of Product Stiefel Manifolds ⋮ Optimization on flag manifolds ⋮ Motor parameterization ⋮ Optimal projection of observations in a Bayesian setting ⋮ Asymptotic optimality in stochastic optimization ⋮ Exact low-rank matrix completion from sparsely corrupted entries via adaptive outlier pursuit ⋮ Nonmonotone inexact restoration approach for minimization with orthogonality constraints ⋮ Local convergence of the Newton’s method in two step nilpotent Lie groups ⋮ A Riemannian optimization approach to the radial distribution network load flow problem ⋮ GNMR: A Provable One-Line Algorithm for Low Rank Matrix Recovery ⋮ An efficient damped Newton-type algorithm with globalization strategy on Riemannian manifolds ⋮ A Broyden Class of Quasi-Newton Methods for Riemannian Optimization ⋮ Damped Newton's method on Riemannian manifolds ⋮ Transportless conjugate gradient for optimization on Stiefel manifold ⋮ A limited-memory Riemannian symmetric rank-one trust-region method with a restart strategy ⋮ Lie-group-type neural system learning by manifold retractions ⋮ Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy ⋮ Newton acceleration on manifolds identified by proximal gradient methods ⋮ Jacobi-type algorithms for homogeneous polynomial optimization on Stiefel manifolds with applications to tensor approximations ⋮ Geodesic finite elements on simplicial grids ⋮ A machine learning approach to portfolio pricing and risk management for high‐dimensional problems ⋮ Riemannian smoothing gradient type algorithms for nonsmooth optimization problem on compact Riemannian submanifold embedded in Euclidean space ⋮ Positive Definite Matrices: Data Representation and Applications to Computer Vision ⋮ A trust region method for solving multicriteria optimization problems on Riemannian manifolds ⋮ Riemannian stochastic variance-reduced cubic regularized Newton method for submanifold optimization ⋮ Fast Global Optimization on the Torus, the Sphere, and the Rotation Group ⋮ A Riemannian subspace BFGS trust region method ⋮ Nonmonotone feasible arc search algorithm for minimization on Stiefel manifold ⋮ A geometric Gauss-Newton method for least squares inverse eigenvalue problems ⋮ A proximal point algorithm for DC functions on Hadamard manifolds ⋮ On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere ⋮ Low-rank incremental methods for computing dominant singular subspaces ⋮ Effective algorithms for solving trace minimization problem in multivariate statistics ⋮ Convergence of Newton's method for sections on Riemannian manifolds ⋮ Primal-dual optimization algorithms over Riemannian manifolds: an iteration complexity analysis ⋮ Ground States of Spin-$F$ Bose--Einstein Condensates ⋮ A brief introduction to manifold optimization ⋮ A trust-region method for \(H_2\) model reduction of bilinear systems on the Stiefel manifold ⋮ Convergence rate of descent method with new inexact line-search on Riemannian manifolds ⋮ Sampling-free Bayesian inversion with adaptive hierarchical tensor representations ⋮ First Order Methods for Optimization on Riemannian Manifolds ⋮ Convergence Analysis of Gradient Algorithms on Riemannian Manifolds without Curvature Constraints and Application to Riemannian Mass ⋮ trlib: a vector-free implementation of the GLTR method for iterative solution of the trust region problem ⋮ Low-rank retractions: a survey and new results ⋮ Subgradient algorithms on Riemannian manifolds of lower bounded curvatures ⋮ A Riemannian subspace limited-memory SR1 trust region method ⋮ An elliptically symmetric angular Gaussian distribution ⋮ A generalized eigenvalues classifier with embedded feature selection ⋮ On a self-consistent-field-like iteration for maximizing the sum of the Rayleigh quotients ⋮ Intrinsic representation of tangent vectors and vector transports on matrix manifolds ⋮ A Geometric Nonlinear Conjugate Gradient Method for Stochastic Inverse Eigenvalue Problems ⋮ Two Newton methods on the manifold of fixed-rank matrices endowed with Riemannian quotient geometries ⋮ Subgradient projection algorithms for convex feasibility on Riemannian manifolds with lower bounded curvatures ⋮ A feasible method for optimization with orthogonality constraints ⋮ Local convergence of the proximal point method for a special class of nonconvex functions on Hadamard manifolds ⋮ On solving trust-region and other regularised subproblems in optimization ⋮ Nonconvex weak sharp minima on Riemannian manifolds ⋮ Riemannian conjugate gradient methods with inverse retraction ⋮ A geometric analysis of phase retrieval ⋮ A nonmonotone trust region method for unconstrained optimization problems on Riemannian manifolds ⋮ A Riemannian Fletcher--Reeves Conjugate Gradient Method for Doubly Stochastic Inverse Eigenvalue Problems ⋮ A globally optimal tri-vector method to solve an ill-posed linear system ⋮ Extending the applicability of Newton's method on Lie groups ⋮ Nonlinearly Preconditioned Optimization on Grassmann Manifolds for Computing Approximate Tucker Tensor Decompositions ⋮ Local convergence of Newton's method on the Heisenberg group ⋮ Computational Approaches to Max-Cut ⋮ Riemannian optimal model reduction of linear port-Hamiltonian systems ⋮ Adaptive regularization with cubics on manifolds ⋮ Descent methods for optimization on homogeneous manifolds ⋮ Preconditioning constrained eigenvalue problems ⋮ Proximal point method for a special class of nonconvex functions on Hadamard manifolds ⋮ Numerical methods for nonlinear equations ⋮ Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints ⋮ Nonconvex Phase Synchronization ⋮ Intrinsic Formulation of KKT Conditions and Constraint Qualifications on Smooth Manifolds ⋮ Finite termination of the proximal point method for convex functions on Hadamard manifolds ⋮ Unnamed Item ⋮ Orthogonal Trace-Sum Maximization: Applications, Local Algorithms, and Global Optimality ⋮ Scalable Semidefinite Programming ⋮ Convergence rate of block-coordinate maximization Burer-Monteiro method for solving large SDPs ⋮ An Eigenvalue-Based Method for the Unbalanced Procrustes Problem ⋮ A Riemannian Newton Algorithm for Nonlinear Eigenvalue Problems ⋮ An Inexact Semismooth Newton Method on Riemannian Manifolds with Application to Duality-Based Total Variation Denoising ⋮ H₂ optimal model order reduction on the Stiefel manifold for the MIMO discrete system by the cross Gramian ⋮ Low-rank matrix completion via preconditioned optimization on the Grassmann manifold ⋮ Exact Penalty Function for $\ell_{2,1}$ Norm Minimization over the Stiefel Manifold ⋮ Recent advances in trust region algorithms ⋮ An optimal tri-vector iterative algorithm for solving ill-posed linear inverse problems