Accelerated Line-search and Trust-region Methods

DOI10.1137/08072019XzbMath1191.65067MaRDI QIDQ3559136

Pierre-Antoine Absil, Kyle A. Gallivan

Publication date: 11 May 2010

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

algorithmsglobal convergenceRiemannian manifoldline searchtrust regionRiemannian optimizationJacobi-DavidsonArnoldioptimization on manifoldssubspace accelerationlocally optimal block preconditioned conjugate gradientsequential subspace method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (11)

Riemannian Trust-Region Method for the Maximal Correlation Problem ⋮ Robust Rayleigh Quotient Minimization and Nonlinear Eigenvalue Problems ⋮ A Riemannian subspace BFGS trust region method ⋮ On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere ⋮ A Riemannian Gradient Sampling Algorithm for Nonsmooth Optimization on Manifolds ⋮ A gradient-descent method for curve fitting on Riemannian manifolds ⋮ Nonlinear Eigenvector Methods for Convex Minimization over the Numerical Range ⋮ A Riemannian subspace limited-memory SR1 trust region method ⋮ A new nonmonotone trust region Barzilai-Borwein method for unconstrained optimization problems ⋮ A locally optimal rank revealing product decomposition ⋮ SABRINA: a stochastic subspace majorization-minimization algorithm

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