An efficient algorithm for solving a class of matrix optimization problem in scalable probabilistic approximation
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Cites work
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- A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence
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- A geometric Gauss-Newton method for least squares inverse eigenvalue problems
- A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems
- A new, globally convergent Riemannian conjugate gradient method
- A nonmonotone conjugate gradient algorithm for unconstrained optimization
- A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
- A Nonmonotone Line Search Technique for Newton’s Method
- A Riemannian conjugate gradient method for optimization on the Stiefel manifold
- A Riemannian Fletcher-Reeves conjugate gradient method for doubly stochastic inverse eigenvalue problems
- A Riemannian inexact Newton-CG method for constructing a nonnegative matrix with prescribed realizable spectrum
- A Riemannian optimization approach for solving the generalized eigenvalue problem for nonsquare matrix pencils
- A Riemannian optimization approach to the matrix singular value decomposition
- A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems
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- Riemannian inexact Newton method for structured inverse eigenvalue and singular value problems
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- The Geometry of Algorithms with Orthogonality Constraints
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