A Riemannian conjugate gradient method for optimization on the Stiefel manifold

Xiaojing Zhu

doi:10.1007/s10589-016-9883-4

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A Riemannian conjugate gradient method for optimization on the Stiefel manifold

Xiaojing Zhu

Year: 2016 Journal: Computational Optimization and Applications Vol: 67 (1)Pages: 73-110 Publisher: Springer Science+Business Media

DOI: 10.1007/s10589-016-9883-4

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Keywords:

Mathematics Stiefel manifold Conjugate gradient method Riemannian manifold Nonlinear conjugate gradient method Manifold (fluid mechanics) Derivation of the conjugate gradient method Conjugate residual method Applied mathematics Mathematical analysis Pure mathematics Mathematical optimization Gradient descent Computer science

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Matrix Theory and Algorithms

Physical Sciences → Computer Science → Computational Theory and Mathematics

Advanced Optimization Algorithms Research

Physical Sciences → Mathematics → Numerical Analysis

Model Reduction and Neural Networks

Physical Sciences → Physics and Astronomy → Statistical and Nonlinear Physics

A Riemannian conjugate gradient method for optimization on the Stiefel manifold

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