Uniform Framework for Unconstrained and Constrained Optimization: Optimization on Riemannian Manifolds

作者: Yiguang Yang

DOI: 10.1109/ICEEE.2010.5660442

关键词:

摘要: Research on unconstrained and constrained optimization has been separately conducted for a long time. Normally, optimization, especially the nonlinear equality problem is much more difficult to be researched. People became recognize that both are actually Riemannian manifolds since 1982. Therefore, methods can extended directly cases under condition of manifolds. Recently, scholars realize importance manifold it become new direction research optimization. This article reviews development applications adduces correlative arithmetic some examples in addition.

参考文章(22)
T. Rapcsák, Geodesic convexity in nonlinear optimization Journal of Optimization Theory and Applications. ,vol. 69, pp. 169- 183 ,(1991) , 10.1007/BF00940467
Kyle A. Gallivan, Pierre-Antoine Absil, Christopher G. Baker, Trust-region methods on Riemannian manifolds with applications in numerical linear algebra ,(2004)
Yi Ma, Jana Košecká, Shankar Sastry, Optimization Criteria and Geometric Algorithms for Motion and Structure Estimation International Journal of Computer Vision. ,vol. 44, pp. 219- 249 ,(2001) , 10.1023/A:1012276232049
Yaguang Yang, Optimization on Riemannian manifold Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304). ,vol. 1, pp. 888- 893 ,(1999) , 10.1109/CDC.1999.832905
Pierre Hansen, Brigitte Jaumard, Shi-Hui Lu, Global optimization of univariate Lipschitz functions I: survey and properties Mathematical Programming. ,vol. 55, pp. 251- 272 ,(1992) , 10.1007/BF01581202
D. Gabay, Minimizing a differentiable function over a differential manifold Journal of Optimization Theory and Applications. ,vol. 37, pp. 177- 219 ,(1982) , 10.1007/BF00934767
D. Q. Mayne, E. Polak, Feasible directions algorithms for optimization problems with equality and inequality constraints Mathematical Programming. ,vol. 11, pp. 67- 80 ,(1976) , 10.1007/BF01580371
Dimitri P. Bertsekas, Necessary and sufficient conditions for a penalty method to be exact Mathematical Programming. ,vol. 9, pp. 87- 99 ,(1975) , 10.1007/BF01681332
Roy L Adler, Jean‐Pierre Dedieu, Joseph Y Margulies, Marco Martens, Mike Shub, None, Newton's method on Riemannian manifolds and a geometric model for the human spine Ima Journal of Numerical Analysis. ,vol. 22, pp. 359- 390 ,(2002) , 10.1093/IMANUM/22.3.359
Alan Edelman, Tomás A. Arias, Steven T. Smith, The Geometry of Algorithms with Orthogonality Constraints SIAM Journal on Matrix Analysis and Applications. ,vol. 20, pp. 303- 353 ,(1999) , 10.1137/S0895479895290954