Descent methods for optimization on homogeneous manifolds

Elena Celledoni and Simone Fiori

Mathematics and Computers in Simulation (MATCOM), 2008, vol. 79, issue 4, 1298-1323

Abstract: In this article we present a framework for line search methods for optimization on smooth homogeneous manifolds, with particular emphasis to the Lie group of real orthogonal matrices. We propose strategies of univariate descent (UVD), methods. The main advantage of this approach is that the optimization problem is broken down into one-dimensional optimization problems, so that each optimization step involves little computation effort. In order to assess its numerical performance, we apply the devised method to eigen-problems as well as to independent component analysis in signal processing.

Keywords: Optimization on manifolds; Lie group actions; Eigen-problems; Independent component analysis; Signal processing (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:79:y:2008:i:4:p:1298-1323

DOI: 10.1016/j.matcom.2008.03.013

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