New vector transport operators extending a Riemannian CG algorithm to generalized Stiefel manifold with low-rank applications

DOI10.1016/j.cam.2024.116024zbMath1542.90195MaRDI QIDQ6581989

Chengcheng Yan, Kangkang Deng, Zheng Peng, Xuejie Wang

Publication date: 1 August 2024

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

global convergence Cayley transform vector transport generalized Stiefel manifold Riemannian conjugate gradient method non-standard metric

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)

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