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Trust-Region Methods on Riemannian Manifolds

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Abstract

A general scheme for trust-region methods on Riemannian manifolds is proposed and analyzed. Among the various approaches available to (approximately) solve the trust-region subproblems, particular attention is paid to the truncated conjugate-gradient technique. The method is illustrated on problems from numerical linear algebra.

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Authors and Affiliations

  1. Department of Mathematical Engineering, Universite catholique de Louvain, 1348 Louvain-la-Neuve, Belgium and University of Cambridge, Cambridge CB2 1RD, England

    P.-A. Absil

  2. School of Computational Science, Florida State University, Tallahassee, FL 32306-4120, USA

    C.G. Baker & K.A. Gallivan

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  1. P.-A. Absil
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  2. C.G. Baker
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  3. K.A. Gallivan
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Absil, PA., Baker, C. & Gallivan, K. Trust-Region Methods on Riemannian Manifolds. Found Comput Math 7, 303–330 (2007). https://doi.org/10.1007/s10208-005-0179-9

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  • DOI: https://doi.org/10.1007/s10208-005-0179-9

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