A brief introduction to manifold optimization
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Publication:2218094
DOI10.1007/S40305-020-00295-9zbMATH Open1474.49093arXiv1906.05450OpenAlexW3014571813MaRDI QIDQ2218094FDOQ2218094
Authors: Jiang Hu, Xin Liu, Zaiwen Wen, Yaxiang Yuan 
Publication date: 12 January 2021
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Abstract: Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usually is the non-convexity of the manifold constraints. By utilizing the geometry of manifold, a large class of constrained optimization problems can be viewed as unconstrained optimization problems on manifold. From this perspective, intrinsic structures, optimality conditions and numerical algorithms for manifold optimization are investigated. Some recent progress on the theoretical results of manifold optimization are also presented.
Full work available at URL: https://arxiv.org/abs/1906.05450
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Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Combinatorial optimization (90C27) Nonlinear programming (90C30) Semidefinite programming (90C22) Manifolds and measure-geometric topics (49Q99)
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