First order optimality conditions and steepest descent algorithm on orthogonal Stiefel manifolds

DOI10.1007/S11590-018-1319-XzbMATH Open1434.90193arXiv1709.06295OpenAlexW3105578323WikidataQ129344685 ScholiaQ129344685MaRDI QIDQ2010134FDOQ2010134

Dan Comănescu, Ioan Caşu, Petre Birtea

Publication date: 3 December 2019

Published in: Optimization Letters (Search for Journal in Brave)

Abstract: Considering orthogonal Stiefel manifolds as constraint manifolds, we give an explicit description of a set of local coordinates that also generate a basis for the tangent space in any point of the orthogonal Stiefel manifolds. We show how this construction depends on the choice of a submatrix of full rank. Embedding a gradient vector field on an orthogonal Stiefel manifold in the ambient space, we give explicit necessary and sufficient conditions for a critical point of a cost function defined on such manifolds. We explicitly describe the steepest descent algorithm on the orthogonal Stiefel manifold using the ambient coordinates and not the local coordinates of the manifold. We point out the dependence of the recurrence sequence that defines the algorithm on the choice of a full rank submatrix. We illustrate the algorithm in the case of Brockett cost functions.

Full work available at URL: https://arxiv.org/abs/1709.06295

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zbMATH Keywords

optimizationsteepest descent algorithmBrockett cost functionconstraint manifoldorthogonal Stiefel manifold

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30)

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Cited In (10)

• Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: Mean-field limit and convergence
• Laplace-Beltrami operator on the orthogonal group in ambient (Euclidean) coordinates
• Well-posedness of convex maximization problems on Stiefel manifolds and orthogonal tensor product approximations
• Structured low-rank approximation: optimization on matrix manifold approach
• Procrustes analysis with deformations: a closed-form solution by eigenvalue decomposition
• On generalizing trace minimization principles
• Second order optimality on orthogonal Stiefel manifolds
• Learning sparsity-promoting regularizers using bilevel optimization
• Characterization of the critical points for the shear-stretch strain energy of a Cosserat problem
• Maximizing sum of coupled traces with applications

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