Projected nonmonotone search methods for optimization with orthogonality constraints

被引:9
|
作者
Dalmau Cedeno, Oscar Susano [1 ]
Oviedo Leon, Harry Fernando [1 ]
机构
[1] CIMAT AC, Math Res Ctr, Guanajuato, Mexico
来源
COMPUTATIONAL & APPLIED MATHEMATICS | 2018年 / 37卷 / 03期
关键词
Constrained optimization; Orthogonality constraints; Non-monotone algorithm; Stiefel manifold; Optimization on manifolds; PRINCIPAL COMPONENT ANALYSIS; PROCRUSTES PROBLEM; CORRELATION-MATRICES; DIMENSION REDUCTION; STIEFEL MANIFOLD; RANK REDUCTION; MINIMIZATION; ALGORITHM; BARZILAI;
D O I
10.1007/s40314-017-0501-6
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose two feasible methods based on projections using a curvilinear search for solving optimization problems with orthogonality constraints. In one of them we apply a projected Adams-Moulton-like update scheme. All our algorithms compute the SVD decomposition in each iteration 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:3118 / 3144
页数:27
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