CSpace
A Brief Introduction to Manifold Optimization
Hu Jiang1; Liu Xin2; Wen Zaiwen1; Yuan Yaxiang2
2020
发表期刊Journal of the Operations Research Society of China
ISSN2194-668X
卷号8期号:2页码:199-248
摘要Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry, etc. One of the main challenges usually is the non-convexity of the manifold constraints. By utilizing the geometry of manifold, a large class of constrained optimization problems can be viewed as unconstrained optimization problems on manifold. From this perspective, intrinsic structures, optimality conditions and numerical algorithms for manifold optimization are investigated. Some recent progress on the theoretical results of manifold optimization is also presented.
关键词Convergence First-order-type algorithms Manifold optimization Retraction Second-order-type algorithms
收录类别CSCD
语种英语
CSCD记录号CSCD:6758202
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/53052
专题中国科学院数学与系统科学研究院
作者单位1.Beijing International Center for Mathematical Research,Peking University
2.中国科学院数学与系统科学研究院
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GB/T 7714
Hu Jiang,Liu Xin,Wen Zaiwen,et al. A Brief Introduction to Manifold Optimization[J]. Journal of the Operations Research Society of China,2020,8(2):199-248.
APA Hu Jiang,Liu Xin,Wen Zaiwen,&Yuan Yaxiang.(2020).A Brief Introduction to Manifold Optimization.Journal of the Operations Research Society of China,8(2),199-248.
MLA Hu Jiang,et al."A Brief Introduction to Manifold Optimization".Journal of the Operations Research Society of China 8.2(2020):199-248.
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