A Riemannian BFGS Method Without Differentiated Retraction for Nonconvex Optimization Problems

DOI10.1137/17M1127582zbMath1382.65177OpenAlexW2786627029WikidataQ115246942 ScholiaQ115246942MaRDI QIDQ4606655

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

Publication date: 9 March 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1127582

zbMATH Keywords

BFGS methodquasi-Newton methodsRiemannian optimizationmanifold optimization

Mathematics Subject Classification ID

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

Related Items (17)

Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds ⋮ Continuation Methods for Riemannian Optimization ⋮ A limited-memory Riemannian symmetric rank-one trust-region method with a restart strategy ⋮ Riemannian smoothing gradient type algorithms for nonsmooth optimization problem on compact Riemannian submanifold embedded in Euclidean space ⋮ Adaptive trust-region method on Riemannian manifold ⋮ Proximal gradient algorithm with trust region scheme on Riemannian manifold ⋮ Riemannian optimization on unit sphere with \(p\)-norm and its applications ⋮ Multiobjective BFGS method for optimization on Riemannian manifolds ⋮ Memoryless quasi-Newton methods based on the spectral-scaling Broyden family for Riemannian optimization ⋮ Riemannian Modified Polak--Ribière--Polyak Conjugate Gradient Order Reduced Model by Tensor Techniques ⋮ A hybrid Riemannian conjugate gradient method for nonconvex optimization problems ⋮ A brief introduction to manifold optimization ⋮ Riemannian conjugate gradient methods with inverse retraction ⋮ On matrix exponentials and their approximations related to optimization on the Stiefel manifold ⋮ Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints ⋮ Blind Deconvolution by a Steepest Descent Algorithm on a Quotient Manifold ⋮ Riemannian Optimization on the Symplectic Stiefel Manifold

Uses Software

• RTRMC
• ROPTLIB

Cites Work

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• ROPTLIB
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