Riemannian Preconditioning
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Publication:2792408
DOI10.1137/140970860zbMath1382.65180arXiv1405.6055WikidataQ115246982 ScholiaQ115246982MaRDI QIDQ2792408
Bamdev Mishra, Rodolphe J. Sepulchre
Publication date: 9 March 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.6055
Lyapunov equation; sequential quadratic programming; generalized eigenvalue problem; Riemannian optimization; low rank; Grassmann; quotient manifold; metric tuning
65K05: Numerical mathematical programming methods
90C22: Semidefinite programming
90C30: Nonlinear programming
90C55: Methods of successive quadratic programming type
58C05: Real-valued functions on manifolds
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Uses Software
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