A framework of constraint preserving update schemes for optimization on Stiefel manifold
From MaRDI portal
(Redirected from Publication:747775)
Abstract: This paper considers optimization problems on the Stiefel manifold , where is the variable and is the -by- identity matrix. A framework of constraint preserving update schemes is proposed by decomposing each feasible point into the range space of and the null space of . While this general framework can unify many existing schemes, a new update scheme with low complexity cost is also discovered. Then we study a feasible Barzilai-Borwein-like method under the new update scheme. The global convergence of the method is established with an adaptive nonmonotone line search. The numerical tests on the nearest low-rank correlation matrix problem, the Kohn-Sham total energy minimization and a specific problem from statistics demonstrate the efficiency of the new method. In particular, the new method performs remarkably well for the nearest low-rank correlation matrix problem in terms of speed and solution quality and is considerably competitive with the widely used SCF iteration for the Kohn-Sham total energy minimization.
Recommendations
- A Riemannian conjugate gradient method for optimization on the Stiefel manifold
- Global optimization on Stiefel manifolds: a computational approach
- Transportless conjugate gradient for optimization on Stiefel manifold
- Two adaptive scaled gradient projection methods for Stiefel manifold constrained optimization
- Riemannian optimization with a preconditioning scheme on the generalized Stiefel manifold
- scientific article; zbMATH DE number 2130662
- Global optimization on Stiefel manifolds -- an interesting results of discretization
- Simple algorithms for optimization on Riemannian manifolds with constraints
- Weakly convex optimization over Stiefel manifold using Riemannian subgradient-type methods
- Some global optimization problems on Stiefel manifolds
Cites work
- scientific article; zbMATH DE number 41813 (Why is no real title available?)
- scientific article; zbMATH DE number 1795207 (Why is no real title available?)
- scientific article; zbMATH DE number 5223994 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- scientific article; zbMATH DE number 2221955 (Why is no real title available?)
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
- A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
- A Nonmonotone Line Search Technique for Newton’s Method
- A Procrustes problem on the Stiefel manifold
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- A Trust Region Direct Constrained Minimization Algorithm for the Kohn–Sham Equation
- A constrained optimization algorithm for total energy minimization in electronic structure calculations
- A feasible method for optimization with orthogonality constraints
- A framework of constraint preserving update schemes for optimization on Stiefel manifold
- A generalized solution of the orthogonal Procrustes problem
- A sequential semismooth Newton method for the nearest low-rank correlation matrix problem
- Adaptive two-point stepsize gradient algorithm
- An alternating variable method for the maximal correlation problem
- An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- Conjugate gradient algorithm for optimization under unitary matrix constraint
- Efficient rank reduction of correlation matrices
- Extrema of sums of heterogeneous quadratic forms
- Feasible Barzilai-Borwein-like methods for extreme symmetric eigenvalue problems
- Folding-free global conformal mapping for genus-0 surfaces by harmonic energy minimization
- Generalized power method for sparse principal component analysis
- Gradient methods with adaptive step-sizes
- KSSOLV -- a MATLAB toolbox for solving the Kohn-Sham equations
- New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
- Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- Numerical methods for large eigenvalue problems
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- On minimization on Stiefel manifolds
- On the Barzilai and Borwein choice of steplength for the gradient method
- Optimization algorithms exploiting unitary constraints
- Optimization theory and methods. Nonlinear programming
- Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
- Projection-like retractions on matrix manifolds
- Quasi-Newton methods on Grassmannians and multilinear approximations of tensors
- Rank reduction of correlation matrices by majorization
- Richtungsfelder und Fernparallelismus in \(n\)-dimensionalen Mannigfaltigkeiten
- Some global optimization problems on Stiefel manifolds
- 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 University of Florida sparse matrix collection
- The cyclic Barzilai-–Borwein method for unconstrained optimization
- Two-Point Step Size Gradient Methods
- \(R\)-linear convergence of the Barzilai and Borwein gradient method
Cited in
(51)- A New First-Order Algorithmic Framework for Optimization Problems with Orthogonality Constraints
- Gradient flow based Kohn-Sham density functional theory model
- On the generalized essential matrix correction: an efficient solution to the problem and its applications
- Quadratic optimization with orthogonality constraint: explicit Łojasiewicz exponent and linear convergence of retraction-based line-search and stochastic variance-reduced gradient methods
- Jacobi-type algorithms for homogeneous polynomial optimization on Stiefel manifolds with applications to tensor approximations
- Low rank solution of a class of minimization problem on 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
- A collection of efficient retractions for the symplectic Stiefel manifold
- Solving the discrete Euler-Arnold equations for the generalized rigid body motion
- Cheeger's cut, maxcut and the spectral theory of 1-Laplacian on graphs
- The Fiedler vector of a Laplacian tensor for hypergraph partitioning
- Convergence and worst-case complexity of adaptive Riemannian trust-region methods for optimization on manifolds
- First order optimality conditions and steepest descent algorithm on orthogonal Stiefel manifolds
- A smoothing SQP framework for a class of composite L_q minimization over polyhedron
- Nonmonotone inexact restoration approach for minimization with orthogonality constraints
- Orthogonal nonnegative matrix factorization problems for clustering: a new formulation and a competitive algorithm
- A brief introduction to manifold optimization
- On matrix exponentials and their approximations related to optimization on the Stiefel manifold
- A competitive optimization approach for data clustering and orthogonal non-negative matrix factorization
- Adaptive quadratically regularized Newton method for Riemannian optimization
- Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: mean-field limit and convergence
- A framework of constraint preserving update schemes for optimization on Stiefel manifold
- Hypergraph clustering using a new Laplacian tensor with applications in image processing
- Multiple graphs clustering by gradient flow method
- Riemannian conjugate gradient methods for computing the extreme eigenvalues of symmetric tensors
- A conjugate gradient method for electronic structure calculations
- Generalized left-localized Cayley parametrization for optimization with orthogonality constraints
- Implicit steepest descent algorithm for optimization with orthogonality constraints
- The abstract Laplacian tensor of a hypergraph with applications in clustering
- An alternate gradient method for optimization problems with orthogonality constraints
- A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
- Orthogonal canonical correlation analysis and applications
- Proximal gradient method for nonsmooth optimization over the Stiefel manifold
- Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method
- Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
- A Riemannian conjugate gradient method for optimization on the Stiefel manifold
- Two adaptive scaled gradient projection methods for Stiefel manifold constrained optimization
- A class of smooth exact penalty function methods for optimization problems with orthogonality constraints
- Nonmonotone feasible arc search algorithm for minimization on Stiefel manifold
- Delta invariant for Eulerian digraphs
- Optimization schemes on manifolds for structured matrices with fixed eigenvalues
- Exact penalty function for \(\ell_{2,1}\) norm minimization over the Stiefel manifold
- Nonsmooth optimization over the Stiefel manifold and beyond: proximal gradient method and recent variants
- Practical gradient and conjugate gradient methods on flag manifolds
- A regularized Newton method for computing ground states of Bose-Einstein condensates
- An eigenvalue-based method for the unbalanced Procrustes problem
- Non-monotone inexact restoration method for nonlinear programming
- A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold
- An inexact augmented Lagrangian method for computing strongly orthogonal decompositions of tensors
- Parallelizable Algorithms for Optimization Problems with Orthogonality Constraints
This page was built for publication: A framework of constraint preserving update schemes for optimization on Stiefel manifold
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q747775)
