Two adaptive scaled gradient projection methods for Stiefel manifold constrained optimization

This article is concerned with the problem of minimizing a smooth function over the Stiefel manifold. In order to address this problem, we introduce two adaptive scaled gradient projection methods that incorporate scaling matrices that depend on the step-size and a parameter that controls the search...

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Bibliographic Details
Published in:Numerical algorithms Vol. 87; no. 3; pp. 1107 - 1127
Main Authors: Oviedo, Harry, Dalmau, Oscar, Lara, Hugo
Format: Journal Article
Language:English
Published: New York Springer US 01.07.2021
Springer Nature B.V
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ISSN:1017-1398, 1572-9265
Online Access:Get full text
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