Accelerated optimization on Riemannian manifolds via discrete constrained variational integrators (Q2134934)

The authors study the case of Riemannian manifolds embedded in a Euclidean space that can be characterized as the level set of a submersion. The problem of incorporating holonomic constraints in discrete variational integrators to constrain the numerical discretization of the Riemannian Hamiltonian system to the Riemannian manifold is explored. The performance of the resulting algorithms is tested by solving eigenvalue and Procrustes problems formulated as optimization problems on the unit sphere and Stiefel manifold.