On minimizing a quadratic function on Stiefel manifold

نویسندگان

  • Marija Dodig
  • Marko Stošić
  • João Xavier
چکیده

Article history: Received 3 October 2014 Accepted 17 February 2015 Available online 9 March 2015 Submitted by J.F. Queiro MSC: 90C22 15A39 90C20

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On minimizing a quadratic function on Stiefel manifolds 1

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.

متن کامل

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 کامل

Quadratic programs over the Stiefel manifold

We characterize the optimal solution of a quadratic program over the Stiefel manifold with an objective function in trace formulation. The result is applied to relaxations of HQAP and MTLS. Finally, we show that strong duality holds for the Lagrangian dual, provided some redundant constraints are added to the primal program. © 2005 Elsevier B.V. All rights reserved.

متن کامل

Soft Dimension Reduction for ICA by Joint Diagonalization on the Stiefel Manifold

Joint diagonalization for ICA is often performed on the orthogonal group after a pre-whitening step. Here we assume that we only want to extract a few sources after pre-whitening, and hence work on the Stiefel manifold of p-frames in R. The resulting method does not only use second-order statistics to estimate the dimension reduction and is therefore denoted as soft dimension reduction. We empl...

متن کامل

Note on the convex hull of the Stiefel manifold ∗ Kyle

In this note, we characterize the convex hull of the Stiefel manifold and we find its strong convexity parameter. We also introduce the notion of roundness of a set and show that the Stiefel manifold is round.

متن کامل

ذخیره 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 نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2015