Optimization algorithms on matrix manifolds

Optimization algorithms on matrix manifolds /

Many problems in the sciences and engineering can be rephrased as optimization problems on matrix search spaces endowed with a so-called manifold structure. This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms. It places careful emphasis on...

Full description

Saved in:
Bibliographic Details
Online Access: Full text (MCPHS users only)
Main Authors: Absil, P.-A (Author), Mahony, R. (Robert), 1967- (Author), Sepulchre, R. (Rodolphe), 1967- (Author)
Format: Electronic eBook
Language:English
Published: Princeton, N.J. ; Woodstock : Princeton University Press, 2008
Subjects:
Mathematical optimization.
Matrices.
Algorithms.
Algorithms
algorithms.
Local Note:ProQuest Ebook Central
Table of Contents:
  • Introduction
  • Motivation and applications
  • Matrix manifolds : first-order geometry
  • Line-search algorithms on manifolds
  • Matrix manifolds : second-order geometry
  • Newton's method
  • Trust-region methods
  • A constellation of superlinear algorithms.

Similar Items