Optimization On Manifolds: Methods And Applications

Absil, Pierre-Antoine;Mahony, R.;Sepulchre, Rodolphe
(2010) Recent Advances in Optimization and its Applications in Engineering : The 14th Belgian-French-German Conference on Optimization — ISBN: [978-3-642-12597-3], published

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Authors
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  • Mahony, R.Australian National University
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  • Sepulchre, RodolpheUniversité de Liège
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Abstract
This paper provides an introduction to the topic of optimization on manifolds. The approach taken uses the language of differential geometry, however, we choose to emphasise the intuition of the concepts and the structures that are important in generating practical numerical algorithms rather than the technical details of the formulation. There are a number of algorithms that can be applied to solve such problems and we discuss the steepest descent and Newton's method in some detail as well as referencing the more important of the other approaches. There are a wide range of potential applications that we are aware of, and we briefly discuss these applications, as well as explaining one or two in more detail.
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Citations

Absil, P.-A., Mahony, R., & Sepulchre, R. (2010). Optimization On Manifolds: Methods And Applications. In Moritz Diehl, Francois Glineur, Elias Jarlebring, Wim Michiels (ed.), Recent Advances in Optimization and its Applications in Engineering : The 14th Belgian-French-German Conference on Optimization. Springer. https://doi.org/10.1007/978-3-642-12598-0_12