Riemannian linearized proximal algorithms for nonnegative inverse eigenvalue problem

DOI10.1007/S11075-023-01556-3MaRDI QIDQ6141535zbMATH OpenOpenAlexFDO

Authors Sangho Kum, C. Li, J. H. Wang, Jen-Chih Yao, Linglingzhi Zhu

Publication date 19 December 2023

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-023-01556-3

zbMATH Keywords

convex composite optimizationinverse eigenvalue problemlinearized proximal algorithmquasi-regularity conditionRiemannian manifoldweak sharp minima

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

Review text

The authors formulate the nonnegative inverse eigenvalue problem as a convex composite optimization problem on Riemannian manifolds. A scheme of the Riemannian linearized proximal algorithm is proposed to solve the problem. The local and global convergence of the proposed method is established under the assumptions of local weak sharp minima order and a quasi-regularity condition. The numerical performance of the proposed method for large scale problems and sparse matrices is presented.

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Cited in

(1)

• A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems

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