An implicit trust-region method on Riemannian manifolds

DOI10.1093/IMANUM/DRN029zbMath1158.65320OpenAlexW2127567631WikidataQ115275148 ScholiaQ115275148MaRDI QIDQ3543415

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

Publication date: 2 December 2008

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e8ee81e105b4ca600038ae946429f7235bbae01a

zbMATH Keywords

Newton's methodtrust-region methodssymmetric generalized eigenvalue problemoptimization on manifolds

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Interior-point methods (90C51) Programming in abstract spaces (90C48)

Related Items (14)

A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ A Broyden Class of Quasi-Newton Methods for Riemannian Optimization ⋮ Implicit steepest descent algorithm for optimization with orthogonality constraints ⋮ Transportless conjugate gradient for optimization on Stiefel manifold ⋮ Riemannian stochastic variance-reduced cubic regularized Newton method for submanifold optimization ⋮ A Riemannian subspace BFGS trust region method ⋮ Subgradient method for convex feasibility on Riemannian manifolds ⋮ Effective algorithms for solving trace minimization problem in multivariate statistics ⋮ A trust-region method for \(H_2\) model reduction of bilinear systems on the Stiefel manifold ⋮ A Riemannian subspace limited-memory SR1 trust region method ⋮ A feasible method for optimization with orthogonality constraints ⋮ A globally optimal tri-vector method to solve an ill-posed linear system ⋮ Optimization Methods on Riemannian Manifolds via Extremum Seeking Algorithms ⋮ An optimal tri-vector iterative algorithm for solving ill-posed linear inverse problems

Uses Software

• JDCG

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