A USER'S GUIDE TO RIEMANNIAN NEWTON
Contents
1. A USER S GUIDE TO RIEMANNIAN NEWTON TYPE METHODS ON MANIFOLDS FELIPE ALVAREZ AND JULIO LOPEZ Several nonlinearly constrained optimization problems in the sciences and engi neering can be formulated on a search space with a particular smooth geometric structure Endowing such a manifold with special Riemannian metrics provides an intrinsic framework to develop numerical algorithms whose iterates automatically satisfy the constraints In this talk we will focus on Newton type algorithms for op timization on some manifolds that appear in the applications in particular matrix optimization problems Special attention will be paid to the practical implementa tion of the discussed algorithms as to their differential geometric foundations We will illustrate a variety of concrete algorithms through numerical tests running on specific simple examples inspired from real world applications CENTRO DE MODELAMIENTO MATEMATICO CNRS UMI 2807 DEPARTAMENTO DE INGENIERIA MATEM TICA UNIVERSIDAD DE CHILE Av BLANCO ENCALADA 2120 SANTIAGO CHILE E mail address falvarez dim uchile cl
Download Pdf Manuals
Related Search