Conic Geometric Optimization on the Manifold of Positive Definite Matrices
نویسندگان
چکیده
منابع مشابه
Conic Geometric Optimization on the Manifold of Positive Definite Matrices
We develop geometric optimisation on the manifold of hermitian positive definite (hpd) matrices. In particular, we consider optimising two types of cost functions: (i) geodesically convex (g-convex); and (ii) log-nonexpansive (LN). G-convex functions are nonconvex in the usual euclidean sense, but convex along the manifold and thus allow global optimisation. LN functions may fail to be even g-c...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2015
ISSN: 1052-6234,1095-7189
DOI: 10.1137/140978168