On minimizing a quadratic function on Stiefel manifolds 1
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چکیده
We give an efficient, quick algorithm for the minimization of a quadratic function over Stiefel manifold. We reduce the original (nonconvex) problem, to an SDP, by computing a convex hull of the certain set of matrices.
منابع مشابه
Global optimization on Stiefel manifolds — some particular problem instances ∗
Optimization on Stiefel manifolds was discussed by Rapcsák in earlier papers. There, some numerical methods of global optimization are dealt with and tested on Stiefel manifolds. In the paper the structure of the optimizer points is given in some particular problem instances and for a special form of a quadratic problem defined on a Stiefel manifold. Some reduction tricks and results are obtain...
متن کاملOn minimizing a quadratic function on Stiefel manifold
Article history: Received 3 October 2014 Accepted 17 February 2015 Available online 9 March 2015 Submitted by J.F. Queiro MSC: 90C22 15A39 90C20
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تاریخ انتشار 2009