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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Bibliographic Details
Main Authors: Absil, P.-A (Author), Sepulchre, R. (Rodolphe), 1967- (Author), Mahony, R. (Robert), 1967- (Author)
Format: Electronic eBook
Language:Inglés
Published: Woodstock : Princeton University Press, 2008.
Series:Book collections on Project MUSE.
Subjects:
Algoritmer.
Optimering.
Matriser (matematik)
Matrices.
Mathematical optimization.
Algorithms.
MATHEMATICS > Applied.
MATHEMATICS > Numerical Analysis.
algorithms.
Algorithmes.
Optimisation mathematique.
Algorithms
Electronic book.
Electronic books.
Online Access:Texto completo
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.

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