CUED Publications database

Riemannian preconditioning

Mishra, B and Sepulchre, R (2016) Riemannian preconditioning. SIAM Journal on Optimization, 26. pp. 635-660. ISSN 1052-6234

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© 2016 Society for Industrial and Applied Mathematics. This paper exploits a basic connection between sequential quadratic programming and Riemannian gradient optimization to address the general question of selecting a metric in Riemannian optimization, in particular when the Riemannian structure is sought on a quotient manifold. The proposed method is shown to be particularly insightful and efficient in quadratic optimization with orthogonality and/or rank constraints, which covers most current applications of Riemannian optimization in matrix manifolds.

Item Type: Article
Divisions: Div F > Control
Depositing User: Cron Job
Date Deposited: 17 Jul 2017 19:11
Last Modified: 22 May 2018 06:53