TY - JOUR
T1 - Projected nonmonotone search methods for optimization with orthogonality constraints
AU - Dalmau Cedeño, Oscar Susano
AU - Oviedo Leon, Harry Fernando
N1 - Publisher Copyright:
© 2017, SBMAC - Sociedade Brasileira de Matemática Aplicada e Computacional.
PY - 2018/7/1
Y1 - 2018/7/1
N2 - In this paper, we propose two feasible methods based on projections using a curvilinear search for solving optimization problems with orthogonality constraints. In one of them we apply a projected Adams–Moulton-like update scheme. All our algorithms compute the SVD decomposition in each iteration to preserve feasibility. Additionally, we present some convergence results. Finally, we perform numerical experiments with simulated problems; and analyze the performance of the proposed methods compared with state-of-the-art algorithms.
AB - In this paper, we propose two feasible methods based on projections using a curvilinear search for solving optimization problems with orthogonality constraints. In one of them we apply a projected Adams–Moulton-like update scheme. All our algorithms compute the SVD decomposition in each iteration to preserve feasibility. Additionally, we present some convergence results. Finally, we perform numerical experiments with simulated problems; and analyze the performance of the proposed methods compared with state-of-the-art algorithms.
KW - Constrained optimization
KW - Non-monotone algorithm
KW - Optimization on manifolds
KW - Orthogonality constraints
KW - Stiefel manifold
UR - http://www.scopus.com/inward/record.url?scp=85049802995&partnerID=8YFLogxK
U2 - 10.1007/s40314-017-0501-6
DO - 10.1007/s40314-017-0501-6
M3 - Article
AN - SCOPUS:85049802995
SN - 2238-3603
VL - 37
SP - 3118
EP - 3144
JO - Computational and Applied Mathematics
JF - Computational and Applied Mathematics
IS - 3
ER -