A non-monotone linear search algorithm with mixed direction on Stiefel manifold

DOI10.1080/10556788.2017.1415337zbMath1411.90326OpenAlexW2792200889MaRDI QIDQ4622892

Harry Oviedo, Hugo J. Lara, Oscar Dalmau

Publication date: 18 February 2019

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2017.1415337

zbMATH Keywords

Stiefel manifoldnon-monotone algorithmoptimization on manifoldslinear search methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) General topics in the theory of algorithms (68W01)

Related Items (6)

Implicit steepest descent algorithm for optimization with orthogonality constraints ⋮ A collection of efficient retractions for the symplectic Stiefel manifold ⋮ AN EFFICIENT METHOD FOR SOLVING A CLASS OF MATRIX TRACE FUNCTION MINIMIZATION PROBLEM IN MULTIVARIATE STATISTICAL ⋮ Two adaptive scaled gradient projection methods for Stiefel manifold constrained optimization ⋮ Spectral residual method for nonlinear equations on Riemannian manifolds ⋮ Global convergence of Riemannian line search methods with a Zhang-Hager-type condition

Uses Software

• Manopt

Cites Work

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