Trust-region methods on Riemannian manifolds

被引：309

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

页码：303 / 330

页数：28

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