Manopt, a matlab toolbox for optimization on manifolds
نویسندگان
چکیده
Optimization on manifolds is a rapidly developing branch of nonlinear optimization. Its focus is on problems where the smooth geometry of the search space can be leveraged to design efficient numerical algorithms. In particular, optimization on manifolds is wellsuited to deal with rank and orthogonality constraints. Such structured constraints appear pervasively in machine learning applications, including low-rank matrix completion, sensor network localization, camera network registration, independent component analysis, metric learning, dimensionality reduction and so on. The Manopt toolbox, available at www.manopt.org, is a user-friendly, documented piece of software dedicated to simplify experimenting with state of the art Riemannian optimization algorithms. By dealing internally with most of the differential geometry, the package aims particularly at lowering the entrance barrier.
منابع مشابه
Pymanopt: A Python Toolbox for Optimization on Manifolds using Automatic Differentiation
Optimization on manifolds is a class of optimization methods, for (non-convex) optimization of an objective function, subject to constraints which are smooth, in the sense that the set of points which satisfy the constraints admits the structure of a differentiable manifold. While many optimization problems are of the described form, technicalities of differential geometry and the laborious cal...
متن کاملToolbox for Grassmann Manifold Computations
This a description and user guide for an object oriented toolbox written in matlab for computations defined on Grassmann manifolds and products of Grassmann manifolds. It implements basic operations as geodesic movement and parallel transport of tangent vectors. 1 Content of toolbox There are two classes: • @grass — Contains functions, methods and operations for objects on one Grssmannian. • @p...
متن کاملDiiman an Object Oriented Matlab Toolbox for Solving Diierential Equations on Manifolds
We describe an object oriented MATLAB toolbox for solving di erential equations on manifolds. The software re ects recent development within the area of geometric integration. Through the use of elements from di erential geometry, in particular Lie groups and homogeneous spaces, coordinate free formulations of numerical integrators are developed. The strict mathematical de nitions and results a...
متن کاملOptimization and estimation on manifolds
How to make the best decision? This general concern, pervasive in both research and industry, is what optimization is all about. Optimization is a field of applied mathematics concerned with making the best use—according to some quantitative criterion called the cost function—of our degrees of freedom called the variables, possibly under some constraints. Optimization problems come in various f...
متن کاملUNLocBoX A matlab convex optimization toolbox using proximal splitting methods
Nowadays the trend to solve optimization problems is to use specific algorithms rather than very general ones. The UNLocBoX provides a general framework allowing the user to design his own algorithms. To do so, the framework try to stay as close from the mathematical problem as possible. More precisely, the UNLocBoX is a Matlab toolbox designed to solve convex optimization problem of the form
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Journal of Machine Learning Research
دوره 15 شماره
صفحات -
تاریخ انتشار 2014