The Riemannian Barzilai-Borwein method with nonmonotone line search and the matrix geometric mean computation

DOI10.1093/IMANUM/DRX015MaRDI QIDQ4555945zbMATH OpenOpenAlexWikidataFDO

Authors Bruno Iannazzo, Margherita Porcelli

Publication date 23 November 2018

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/drx015

zbMATH Keywords

positive definite matrixKarcher meanRiemannian optimizationnonmonotone line searchmatrix geometric meanmanifold optimizationBarzilai-Borwein algorithm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

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Cited in

(30)

• Riemannian optimization via Frank-Wolfe methods
• Riemannian Optimization on the Symplectic Stiefel Manifold
• Geometric means of quasi-Toeplitz matrices
• Computing the matrix geometric mean: Riemannian versus Euclidean conditioning, implementation techniques, and a Riemannian BFGS method.
• A feasible method for general convex low-rank SDP problems
• Algorithms for approximating means of semi-infinite quasi-Toeplitz matrices
• Scaled fixed point algorithm for computing the matrix square root
• New vector transport operators extending a Riemannian CG algorithm to generalized Stiefel manifold with low-rank applications
• Computing the Action Ground State for the Rotating Nonlinear Schrödinger Equation
• A collection of efficient retractions for the symplectic Stiefel manifold
• Trace Lasso regularization for adaptive sparse canonical correlation analysis via manifold optimization approach
• Averaging symmetric positive-definite matrices
• A limited-memory Riemannian symmetric rank-one trust-region method with a restart strategy
• Adaptive quadratically regularized Newton method for Riemannian optimization
• Nonmonotone local minimax methods for finding multiple saddle points
• Spectral residual method for nonlinear equations on Riemannian manifolds
• New Riemannian preconditioned algorithms for tensor completion via polyadic decomposition
• Delayed gradient methods for symmetric and positive definite linear systems
• An efficient damped Newton-type algorithm with globalization strategy on Riemannian manifolds
• Implicit steepest descent algorithm for optimization with orthogonality constraints
• Geometrical inverse matrix approximation for least-squares problems and acceleration strategies
• A Riemannian rank-adaptive method for low-rank matrix completion
• scientific article; zbMATH DE number 7626764 (Why is no real title available?)
• The derivative of the matrix geometric mean with an application to the nonnegative decomposition of tensor grids
• Nonmonotone feasible arc search algorithm for minimization on Stiefel manifold
• A global Newton method for the nonsmooth vector fields on Riemannian manifolds
• Optimization schemes on manifolds for structured matrices with fixed eigenvalues
• Stein-based preconditioners for weak-constraint 4D-var
• Global convergence of Riemannian line search methods with a Zhang-Hager-type condition
• Solving graph equipartition SDPs on an algebraic variety

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