Timeline for How to solve optimization problems on manifolds?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 25, 2017 at 6:04 | vote | accept | Markus Sprecher | ||
| Nov 1, 2016 at 13:21 | answer | added | Nicolas Boumal | timeline score: 8 | |
| Oct 29, 2016 at 8:53 | comment | added | Christian Clason | Since you're asking specifically about matrix manifolds, you should take a look at Absil et al.'s book Optimization Algorithms on Matrix Manifolds, press.princeton.edu/titles/8586.html. The main advantage is indeed not needing a parametrization (which can be very unwieldy and prevent good descent steps, which suffer from additional smallness conditions if the parametrization is only local). The disadvantage is that you need to compute geodesics (which replace the vector-space descent directions), which can be very expensive to compute. | |
| Oct 28, 2016 at 22:23 | comment | added | Suvrit | Try manopt.org | |
| Oct 28, 2016 at 20:39 | history | asked | Markus Sprecher | CC BY-SA 3.0 |