Nonmonotone feasible arc search algorithm for minimization on Stiefel manifold

DOI10.1007/S40314-023-02310-0MaRDI QIDQ6103364zbMATH OpenFDO

Authors J. B. Francisco, Douglas S. Gonçalves

Publication date 2 June 2023

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S40314-023-02310-0

zbMATH Keywords

numerical optimizationorthogonality constraintsStiefel manifold

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for variational inequalities and related problems (65K15)

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Cites work

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• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A Riemannian Newton algorithm for nonlinear eigenvalue problems
• Benchmarking optimization software with performance profiles.
• Conjugate gradient algorithm for optimization under unitary matrix constraint
• Efficient quasi-geodesics on the Stiefel manifold
• Generalized power method for sparse principal component analysis
• scientific article; zbMATH DE number 5223994 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
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• Nonmonotone algorithm for minimization on closed sets with applications to minimization on Stiefel manifolds
• Nonmonotone inexact restoration approach for minimization with orthogonality constraints
• Numerical analysis of nonlinear eigenvalue problems
• Projection-like retractions on matrix manifolds
• Riemannian geometry of Grassmann manifolds with a view on algorithmic computation
• Solution point differentiability without strict complementarity in nonlinear programming
• Steepest Descent Algorithms for Optimization Under Unitary Matrix Constraint
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• The Geometry of Algorithms with Orthogonality Constraints
• The Riemannian Barzilai-Borwein method with nonmonotone line search and the matrix geometric mean computation
• The University of Florida sparse matrix collection
• Trust-region methods on Riemannian manifolds
• Two adaptive scaled gradient projection methods for Stiefel manifold constrained optimization
• Two-Point Step Size Gradient Methods

Cited in

(1)

• AN EFFICIENT METHOD FOR SOLVING A CLASS OF MATRIX TRACE FUNCTION MINIMIZATION PROBLEM IN MULTIVARIATE STATISTICAL

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