A gradient-type algorithm optimizing the coupling between matrices

Fraikin, Catherine;Nesterov, Yurii;Van Dooren, Paul
(2008) Linear Algebra and Its Applications — Vol. 429, p. 1229-1242 (2008)

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  • Author
  • Nesterov, YuriiUCLouvain
    Author
  • Van Dooren, PaulUCLouvain
    Author
Abstract
In this paper, we consider the problem of maximizing the coupling between the isometric projections of two square matrices of dimensions m and n. This coupling is defined as an inner product between the matrices. This is a non-convex optimization problem with isometry constraints on the variables. The optimization set is an equinormed set and we develop a gradient-type algorithm to solve the problem. Numerical experiments and an application to graph matching are also presented.
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Fraikin, C., Nesterov, Y., & Van Dooren, P. (2008). A gradient-type algorithm optimizing the coupling between matrices. Linear Algebra and Its Applications, 429, 1229-1242. https://doi.org/10.1016/j.laa.2007.10.015 (Original work published 2008)