Accelerated line-search and trust-region methods

DOI10.1137/08072019XMaRDI QIDQ3559136zbMATH OpenFDO

Authors P.-A. Absil, K. A. Gallivan

Publication date 11 May 2010

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/08072019X

zbMATH Keywords

algorithmsJacobi-Davidsonglobal convergenceRiemannian manifoldline searchRiemannian optimizationtrust regionArnoldioptimization on manifoldssubspace accelerationlocally optimal block preconditioned conjugate gradientsequential subspace method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

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• A Riemannian subspace BFGS trust region method
• On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
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• A locally optimal rank revealing product decomposition
• A new nonmonotone trust region Barzilai-Borwein method for unconstrained optimization problems
• Robust Rayleigh quotient minimization and nonlinear eigenvalue problems
• Riemannian trust-region method for the maximal correlation problem
• A Riemannian gradient sampling algorithm for nonsmooth optimization on manifolds
• Accelerating optimization by tracing valley
• A gradient-descent method for curve fitting on Riemannian manifolds
• Nonlinear eigenvector methods for convex minimization over the numerical range
• A Riemannian subspace limited-memory SR1 trust region method
• Gauss-Southwell type descent methods for low-rank matrix optimization
• SABRINA: a stochastic subspace majorization-minimization algorithm

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