Projected nonmonotone search methods for optimization with orthogonality constraints

Oscar Susano Dalmau Cedeño, Harry Fernando Oviedo Leon

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

7 Citas (Scopus)

Resumen

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.

Idioma originalInglés
Páginas (desde-hasta)3118-3144
Número de páginas27
PublicaciónComputational and Applied Mathematics
Volumen37
N.º3
DOI
EstadoPublicada - 1 jul. 2018
Publicado de forma externa

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