Orthogonality-free Approaches for Optimization Problems on Stiefel Manifold
Ya-xiang Yuan (Chinese Academy of Sciences)
Abstract: In this talk, I will discuss some orthogonality-free approaches for optimization problems on Stiefel manifold. Stiefel manifold consists of matrices with orthogonal columns. Optimization problems with orthogonality constraints appear in many important applications such as leading eigenvalues computation, discretized Kohn-Sham total energy minimization, and sparse principal component analysis. We present new algorithms for solving optimization problems on Stieful manifold. These algorithms are based on penalty functions, thus there are no needs to carry out orthogonalization calculations in each iteration. The major computation cost of orthogonality-free algorithms is in the form of matrix-matrix multiplication, which has the advantage of being parallelized easily. Problems with both smooth and nonsmooth objective functions are considered. Theoretical properties of our algorithms are discussed and numerical experiments are also presented.
optimization and control
Audience: researchers in the discipline
Comments: The address and password of the zoom room of the seminar are sent by e-mail on the mailinglist of the seminar one day before each talk
One World Optimization seminar
Series comments: Description: Online seminar on optimization and related areas
The address and password of the zoom room of the seminar are sent by e-mail on the mailinglist of the seminar one day before each talk
| Organizers: | Sorin-Mihai Grad*, Radu Ioan Boț, Shoham Sabach, Mathias Staudigl |
| *contact for this listing |