Optimization algorithms on matrix manifolds /

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Absil, P.-A (Autor), Mahony, R. (Robert), 1967- (Autor), Sepulchre, R. (Rodolphe), 1967- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, N.J. ; Woodstock : Princeton University Press, ©2008.
Temas:
Mathematical optimization.
Matrices.
Algorithms.
Algorithms
Optimisation mathématique.
Algorithmes.
algorithms.
MATHEMATICS > Numerical Analysis.
MATHEMATICS > Applied.
Mathematical optimization
Matrices
Matriser (matematik)
Optimering.
Algoritmer.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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