[图书][B] Riemannian optimization and its applications

H Sato - 2021 - Springer
Mathematical optimization is an important branch of applied mathematics. Different classes
of optimization problems are categorized based on their problem structures. While there are …

Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method

Y Yamakawa, H Sato - Computational Optimization and Applications, 2022 - Springer
Abstract Recently, the approximate Karush–Kuhn–Tucker (AKKT) conditions, also called the
sequential optimality conditions, have been proposed for nonlinear optimization in …

An efficient damped Newton-type algorithm with globalization strategy on Riemannian manifolds

MAA Bortoloti, TA Fernandes, OP Ferreira - Journal of Computational and …, 2022 - Elsevier
We propose a new globalization strategy of the damped Newton method for finding
singularities of a vector field on Riemannian manifolds. We establish its global convergence …

Cholesky QR-based retraction on the generalized Stiefel manifold

H Sato, K Aihara - Computational Optimization and Applications, 2019 - Springer
When optimizing on a Riemannian manifold, it is important to use an efficient retraction,
which maps a point on a tangent space to a point on the manifold. In this paper, we prove a …

MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection

R Wu, X Chen - Computational Statistics & Data Analysis, 2021 - Elsevier
Sufficient dimension reduction (SDR) using distance covariance (DCOV) was recently
proposed as an approach to dimension-reduction problems. Compared with other SDR …

Double-variable trace maximization for extreme generalized singular quartets of a matrix pair: A geometric method

WW Xu, ZJ Bai - Mathematics of Computation, 2024 - ams.org
In this paper, we consider the problem of computing an arbitrary generalized singular value
of a Grassman or real matrix pair and a triplet of associated generalized singular vectors …

Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils

J Li, W Li, X Duan, M Xiao - Advances in Computational Mathematics, 2021 - Springer
The l parameterized generalized eigenvalue problems for the nonsquare matrix pencils,
proposed by Chu et al. in 2006, can be formulated as an optimization problem on a …

[HTML][HTML] Second order optimality on orthogonal Stiefel manifolds

P Birtea, I Caşu, D Comănescu - Bulletin des Sciences Mathématiques, 2020 - Elsevier
The main tool to study a second order optimality problem is the Hessian operator associated
to the cost function that defines the optimization problem. By regarding an orthogonal Stiefel …

Locally feasibly projected sequential quadratic programming for nonlinear programming on arbitrary smooth constraint manifolds

KS Silmore, JW Swan - arXiv preprint arXiv:2111.03236, 2021 - arxiv.org
High-dimensional nonlinear optimization problems subject to nonlinear constraints can
appear in several contexts including constrained physical and dynamical systems, statistical …

Effective Algorithms for Solving Trace Minimization Problem in Multivariate Statistics

J Li, Y Wen, X Zhou, K Wang - Mathematical Problems in …, 2020 - Wiley Online Library
This paper develops two novel and fast Riemannian second‐order approaches for solving a
class of matrix trace minimization problems with orthogonality constraints, which is widely …