A Projection Method for Optimization Problems on the Stiefel Manifold

被引：8
|
作者：
Dalmau-Cedeno, Oscar [1 ]
Oviedo, Harry [1 ]
机构：
[1] CIMAT AC, Math Res Ctr, Guanajuato, Mexico
来源：
PATTERN RECOGNITION (MCPR 2017) | 2017年 / 10267卷
关键词：
Constrained optimization; Orthogonality constraints; Non-monotone algorithm; Stiefel manifold; Optimization on manifolds; CORRELATION-MATRICES; PROCRUSTES PROBLEM; RANK REDUCTION; CONSTRAINTS; BARZILAI;
D O I：
10.1007/978-3-319-59226-8_9
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this paper we propose a feasible method based on projections using a curvilinear search for solving optimization problems with orthogonality constraints. Our algorithm computes the SVD decomposition in each iteration in order to preserve feasibility. Additionally, we present some convergence results. Finally, we perform numerical experiments with simulated problems; and analyze the performance of the proposed methods compared with state-of-the-art algorithms.
引用
收藏
页码：84 / 93
页数：10
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