TY - JOUR
T1 - A collection of efficient retractions for the symplectic Stiefel manifold
AU - Oviedo, H.
AU - Herrera, R.
N1 - Publisher Copyright:
© 2023, The Author(s) under exclusive licence to Sociedade Brasileira de Matemática Aplicada e Computacional.
PY - 2023/6
Y1 - 2023/6
N2 - This article introduces a new map on the symplectic Stiefel manifold. The operation that requires the highest computational cost to compute the novel retraction is a inversion of size 2p-by-2p, which is much less expensive than those required for the available retractions in the literature. Later, with the new retraction, we design a constraint preserving gradient method to minimize smooth functions defined on the symplectic Stiefel manifold. To improve the numerical performance of our approach, we use the non-monotone line-search of Zhang and Hager with an adaptive Barzilai–Borwein type step-size. Our numerical studies show that the proposed procedure is computationally promising and is a very good alternative to solve large-scale optimization problems over the symplectic Stiefel manifold.
AB - This article introduces a new map on the symplectic Stiefel manifold. The operation that requires the highest computational cost to compute the novel retraction is a inversion of size 2p-by-2p, which is much less expensive than those required for the available retractions in the literature. Later, with the new retraction, we design a constraint preserving gradient method to minimize smooth functions defined on the symplectic Stiefel manifold. To improve the numerical performance of our approach, we use the non-monotone line-search of Zhang and Hager with an adaptive Barzilai–Borwein type step-size. Our numerical studies show that the proposed procedure is computationally promising and is a very good alternative to solve large-scale optimization problems over the symplectic Stiefel manifold.
KW - Riemannian gradient method
KW - Riemannian optimization
KW - Symplectic Stiefel manifold
KW - Symplectic matrix
UR - http://www.scopus.com/inward/record.url?scp=85156250346&partnerID=8YFLogxK
U2 - 10.1007/s40314-023-02302-0
DO - 10.1007/s40314-023-02302-0
M3 - Article
AN - SCOPUS:85156250346
SN - 2238-3603
VL - 42
JO - Computational and Applied Mathematics
JF - Computational and Applied Mathematics
IS - 4
M1 - 164
ER -