Trust-region methods on Riemannian manifolds
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Publication:2385533
This article presents an extensive study of trust-region methods on Riemannian manifolds. In the first section, an introductory overview of the background literature is presented, including existing algorithms for solving optimization problems on manifolds. The background information on Riemannian trust-region approaches in also outlined. In the second section the general framework proposed by the authors for the Riemannian trust-region algorithm is presented. This is followed by a discussion and a method for computing the trust-region step. The fourth section concentrates on issues relating to convergence analysis. The study of global and local convergence is performed in a series of theorems with proofs. In the next section an extensive list of potential applications of the proposed scheme is presented and analyzed. The article concludes with a list of useful, relevant references.
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Cited in
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- A globally optimal tri-vector method to solve an ill-posed linear system
- Extending the applicability of Newton's method on Lie groups
- \(H_2\) optimal reduced models of general MIMO LTI systems via the cross Gramian on the Stiefel manifold
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- Nonmonotone inexact restoration approach for minimization with orthogonality constraints
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- Exact low-rank matrix completion from sparsely corrupted entries via adaptive outlier pursuit
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- Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
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- Subgradient algorithms on Riemannian manifolds of lower bounded curvatures
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- Low-rank retractions: a survey and new results
- Proximal point method for a special class of nonconvex functions on Hadamard manifolds
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- Exact penalty function for \(\ell_{2,1}\) norm minimization over the Stiefel manifold
- Riemannian conjugate gradient methods: general framework and specific algorithms with convergence analyses
- A class of smooth exact penalty function methods for optimization problems with orthogonality constraints
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- scientific article; zbMATH DE number 7299944 (Why is no real title available?)
- Convergence Analysis of Gradient Algorithms on Riemannian Manifolds without Curvature Constraints and Application to Riemannian Mass
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- Numerical methods for nonlinear equations
- Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints
- Intrinsic formulation of KKT conditions and constraint qualifications on smooth manifolds
- A Riemannian Newton algorithm for nonlinear eigenvalue problems
- A generalized eigenvalues classifier with embedded feature selection
- Intrinsic representation of tangent vectors and vector transports on matrix manifolds
- Finite termination of the proximal point method for convex functions on Hadamard manifolds
- A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems
- An elliptically symmetric angular Gaussian distribution
- An eigenvalue-based method for the unbalanced Procrustes problem
- An inexact semismooth Newton method on Riemannian manifolds with application to duality-based total variation denoising
- \(H_2\) optimal model order reduction on the Stiefel manifold for the MIMO discrete system by the cross Gramian
- A Trust-region Method for Nonsmooth Nonconvex Optimization
- Local convergence of Newton's method on the Heisenberg group
- Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy
- Newton acceleration on manifolds identified by proximal gradient methods
- Jacobi-type algorithms for homogeneous polynomial optimization on Stiefel manifolds with applications to tensor approximations
- A machine learning approach to portfolio pricing and risk management for high‐dimensional problems
- Riemannian smoothing gradient type algorithms for nonsmooth optimization problem on compact Riemannian submanifold embedded in Euclidean space
- A Riemannian subspace BFGS trust region method
- Nonmonotone feasible arc search algorithm for minimization on Stiefel manifold
- Adaptive trust-region method on Riemannian manifold
- A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds
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