Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method
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Publication:2399164
DOI10.1007/S10915-017-0359-1zbMath1373.65043OpenAlexW2572455488MaRDI QIDQ2399164
Hong Zhu, Xiaowei Zhang, Delin Chu, Li-Zhi Liao
Publication date: 22 August 2017
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-017-0359-1
algorithmglobal convergencenumerical resultslinearizationaugmented Lagrangian schemegeneralized orthogonality constraintsnonconvex and nonsmooth problemsproximal alternating minimization method
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)
Related Items (7)
Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: Mean-field limit and convergence ⋮ A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds ⋮ Primal-dual optimization algorithms over Riemannian manifolds: an iteration complexity analysis ⋮ Multi-Instance Dimensionality Reduction via Sparsity and Orthogonality ⋮ Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold ⋮ An approximate augmented Lagrangian method for nonnegative low-rank matrix approximation ⋮ An Inexact Semismooth Newton Method on Riemannian Manifolds with Application to Duality-Based Total Variation Denoising
Uses Software
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