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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton, N.J. ; Woodstock :
Princeton University Press,
©2008.
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| Temas: | |
| 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.