This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms. It places careful emphasis on both the numerical formulation of the algorithm and its differential
The state-of-the-art algorithms given as examples are competitive with the best existing algorithms for a selection of eigenspace problems in numerical linear algebra.\nOptimization Algorithms on Matrix Manifolds offers techniques with broad applications in linear algebra, signal processing, data mining,...
Found Comput Math (2010) 10: 241–244DOI 10.1007/s10208-009-9051-7BOOK REVIEWP.-A. Absil, R. Mahony, and R. Sepulchre.Optimization Algorithms on Matrix ManifoldsPrinceton University Press, 2008. ISBN:978-0-691-13298-3Nickolay T. TrendafilovReceived: 10 June 2009 / Accepted: 17 June 20...
7 Optimization 星级: 29 页 optimization. 星级: 5 页 【精品】Optimization 星级: 13 页 Optimization of SO 星级: 13 页 Optimization Algorithms on Matrix Manifolds 下载积分: 444 内容提示: 文档格式:PDF | 页数:237 | 浏览次数:202 | 上传日期:2010-02-26 08:42:45 | 文档星级: 阅读...
Absil, P.-A., Mahony, R., Sepulchre, R.: Optimization Algorithms on Matrix Manifolds. Princeton University Press, Princeton (2009) MATHGoogle Scholar Absil, P.-A., Malick, J.: Projection-like retractions on matrix manifolds. SIAM J. Optim.22, 135–158 (2012) ...
Optimization Algorithms on Matrix Manifolds Princeton University Press (2008) Google Scholar Boumal, 2022 N. Boumal An introduction to optimization on smooth manifolds Cambridge University Press (2022) To appear withURL http://www.nicolasboumal.net/book Google Scholar Bournez and Pouly, 2021 O. ...
Optimization Algorithms on Matrix Manifolds byP.-A. Absil, R. Mahony, R. Sepulchre-Princeton University Press,2007 Many science and engineering problems can be rephrased as optimization problems on matrix search spaces endowed with a manifold structure. This book shows how to exploit the structure...
Absil, P.A., Mahony, R., Sepulchre, R.: Optimization algorithms on matrix manifolds. Princeton University Press Princeton, NJ (2009) MATH Google Scholar Bach, F.: Duality between subgradient and conditional gradient methods. SIAM J. Optim. 25(1), 115–129 (2015) MathSciNet MATH Google...
Note that various manifold algrithms on various manifolds are implemented in MATLAB toolbox manopt. The RSOpt codes are compliant to manopt. Also, please see here for more comprehensive explanation of optimization algorithms on matrix manifolds....
Optimization algorithms on matrix manifolds. In: Optimization algorithms on matrix manifolds. Princeton: Princeton University Press; 2009. 29. Liu H, So AMC, Wu W. Quadratic optimization with orthogonality constraint: explicit Łojasiewicz exponent and linear convergence of retraction-based line-search ...