Trust-region methods on Riemannian manifolds

被引：297
作者：
Absil, P-A. [1 ]
Baker, C. G.
Gallivan, K. A.
机构：
[1] Univ Catholique Louvain, Dept Engn Math, B-1348 Louvain, Belgium
[2] Univ Cambridge, Cambridge CB2 1RD, England
[3] Florida State Univ, Sch Computat Sci, Tallahassee, FL 32306 USA
来源：
FOUNDATIONS OF COMPUTATIONAL MATHEMATICS | 2007年 / 7卷 / 03期
关键词：
numerical optimization on manifolds; trust-region; truncated conjugate-gradient; Steihaug-Toint; global convergence; local convergence; superlinear convergence; symmetric eigenvalue problem;
D O I：
10.1007/s10208-005-0179-9
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
A general scheme for trust-region methods on Riemannian manifolds is proposed and analyzed. Among the various approaches available to (approximately) solve the trust-region subproblems, particular attention is paid to the truncated conjugate-gradient technique. The method is illustrated on problems from numerical linear algebra.
引用
收藏
页码：303 / 330
页数：28
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