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A Projection Method for Optimization Problems on the Stiefel Manifold

  • Oscar Dalmau-Cedeño
  • Harry OviedoEmail author
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 10267)

Abstract

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.

Keywords

Constrained optimization Orthogonality constraints Non-monotone algorithm Stiefel manifold Optimization on manifolds 

Notes

Acknowledgments

This work was supported in part by CONACYT (Mexico), Grant 258033.

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Mathematics Research CenterCIMAT A.C.GuanajuatoMexico

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