A New First-Order Algorithmic Framework for Optimization Problems with Orthogonality Constraints

DOI10.1137/16M1098759zbMath1382.65171MaRDI QIDQ4603042

Xiaojun Chen, Xin Liu, Ya-Xiang Yuan, Bin Gao

Publication date: 14 February 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

algorithmnumerical exampleStiefel manifoldblock coordinate descentgradient projectionHouseholder transformationorthogonality constraintreduction stepgradient reflectioncorrection step

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items (28)

Convergent and Orthogonality Preserving Schemes for Approximating the Kohn-Sham Orbitals ⋮ A parallel orbital-updating based optimization method for electronic structure calculations ⋮ Adaptive Quadratically Regularized Newton Method for Riemannian Optimization ⋮ A class of smooth exact penalty function methods for optimization problems with orthogonality constraints ⋮ Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: Mean-field limit and convergence ⋮ Solving orthogonal group synchronization via convex and low-rank optimization: tightness and landscape analysis ⋮ Jacobi-type algorithms for homogeneous polynomial optimization on Stiefel manifolds with applications to tensor approximations ⋮ Iterative refinement of Schur decompositions ⋮ Nonmonotone feasible arc search algorithm for minimization on Stiefel manifold ⋮ A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold ⋮ A communication-efficient and privacy-aware distributed algorithm for sparse PCA ⋮ A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints ⋮ Weighted Trace-Penalty Minimization for Full Configuration Interaction ⋮ Generalized left-localized Cayley parametrization for optimization with orthogonality constraints ⋮ AN EFFICIENT METHOD FOR SOLVING A CLASS OF MATRIX TRACE FUNCTION MINIMIZATION PROBLEM IN MULTIVARIATE STATISTICAL ⋮ A brief introduction to manifold optimization ⋮ Orthogonal canonical correlation analysis and applications ⋮ Solving the discrete Euler-Arnold equations for the generalized rigid body motion ⋮ Computing tensor Z-eigenvalues via shifted inverse power method ⋮ An alternate gradient method for optimization problems with orthogonality constraints ⋮ Parallelizable Algorithms for Optimization Problems with Orthogonality Constraints ⋮ A Riemannian gradient ascent algorithm with applications to orthogonal approximation problems of symmetric tensors ⋮ On the geometric analysis of a quartic-quadratic optimization problem under a spherical constraint ⋮ Maximizing sum of coupled traces with applications ⋮ Variational Rician Noise Removal via Splitting on Spheres ⋮ Triangularized orthogonalization-free method for solving extreme eigenvalue problems ⋮ An Orthogonalization-Free Parallelizable Framework for All-Electron Calculations in Density Functional Theory ⋮ Exact Penalty Function for $\ell_{2,1}$ Norm Minimization over the Stiefel Manifold

Uses Software

• KSSOLV

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A feasible method for optimization with orthogonality constraints
• A splitting method for orthogonality constrained problems
• A framework of constraint preserving update schemes for optimization on Stiefel manifold
• Efficient rank reduction of correlation matrices
• A gradient-type algorithm optimizing the coupling between matrices
• Conjugate gradient algorithm for optimization under unitary matrix constraint
• Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
• A Procrustes problem on the Stiefel manifold
• Trace-penalty minimization for large-scale eigenspace computation
• Optimization theory and methods. Nonlinear programming
• A constrained optimization algorithm for total energy minimization in electronic structure calculations
• A generalized solution of the orthogonal Procrustes problem
• Richtungsfelder und Fernparallelismus in \(n\)-dimensionalen Mannigfaltigkeiten
• Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions
• Gradient Type Optimization Methods For Electronic Structure Calculations
• Projection-like Retractions on Matrix Manifolds
• On the Convergence of the Self-Consistent Field Iteration in Kohn--Sham Density Functional Theory
• A Broyden Class of Quasi-Newton Methods for Riemannian Optimization
• KSSOLV—a MATLAB toolbox for solving the Kohn-Sham equations
• A Riemannian BFGS Method for Nonconvex Optimization Problems
• A Curvilinear Search Method for p-Harmonic Flows on Spheres
• A Trust Region Direct Constrained Minimization Algorithm for the Kohn–Sham Equation
• Two-Point Step Size Gradient Methods
• The Geometry of Algorithms with Orthogonality Constraints
• Steepest Descent Algorithms for Optimization Under Unitary Matrix Constraint
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• Quasi-Newton Methods on Grassmannians and Multilinear Approximations of Tensors
• An augmented Lagrangian approach to the numerical solution of a non-smooth eigenvalue problem
• Optimization algorithms exploiting unitary constraints
• A Proximal Gradient Method for Ensemble Density Functional Theory
• An Efficient Gauss--Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• Benchmarking optimization software with performance profiles.

This page was built for publication: A New First-Order Algorithmic Framework for Optimization Problems with Orthogonality Constraints