Conic Geometric Optimization on the Manifold of Positive Definite Matrices

DOI10.1137/140978168zbMath1316.65065arXiv1312.1039OpenAlexW2074763854MaRDI QIDQ5252529

Publication date: 2 June 2015

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

Full work available at URL: https://arxiv.org/abs/1312.1039

zbMATH Keywords

algorithm geometric optimization geodesic convexity Thompson metric manifold optimization vector transport maximum-likelihood parameter estimation conic fixed-point theory log-nonexpansive Riemannian BFGS

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Fixed-point theorems (47H10) Convexity of real functions in one variable, generalizations (26A51) Manifolds and measure-geometric topics (49Q99)

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Uses Software

Manopt

Cites Work

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