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Projected nonmonotone search methods for optimization with orthogonality constraints.

Authors :
Dalmau Cedeño, Oscar Susano
Oviedo Leon, Harry Fernando
Source :
Computational & Applied Mathematics; Jul2018, Vol. 37 Issue 3, p3118-3144, 27p
Publication Year :
2018

Abstract

In this paper, we propose two feasible methods based on projections using a curvilinear search for solving optimization problems with orthogonality constraints. In one of them we apply a projected Adams-Moulton-like update scheme. All our algorithms compute the SVD decomposition in each iteration to preserve feasibility. Additionally, we present some convergence results. Finally, we perform numerical experiments with simulated problems; and analyze the performance of the proposed methods compared with state-of-the-art algorithms. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01018205
Volume :
37
Issue :
3
Database :
Complementary Index
Journal :
Computational & Applied Mathematics
Publication Type :
Academic Journal
Accession number :
130626965
Full Text :
https://doi.org/10.1007/s40314-017-0501-6