ManifoldOptim
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Description
An R interface to version 0.3 of the 'ROPTLIB' optimization library (see <https://www.math.fsu.edu/~whuang2/> for more information). Optimize real-valued functions over manifolds such as Stiefel, Grassmann, and symmetric positive definite matrices. For details see Martin et al. (2020) <doi:10.18637/jss.v093.i01>. Note that the optional 'ldr' package used in some of this package's examples can be obtained from either the article <doi:10.18637/jss.v061.i03> or from the 'ldr' package <https://cran.r-project.org/package=ldr>.
Cited in
(12)- TRES
- Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method
- factorcpt
- LORM
- sg_min
- GrassmannOptim
- ROPTLIB
- ROPTLIB: An object-oriented C++ library for optimization on Riemannian manifolds
- Minimum average deviance estimation for sufficient dimension reduction
- Manopt.jl
- KernelICA
- rSDR
This page was built for software: ManifoldOptim