Variational Optimization on Lie Groups, with Examples of Leading (Generalized) Eigenvalue Problems

27 Jan 2020 Molei Tao Tomoki Ohsawa

The article considers smooth optimization of functions on Lie groups. By generalizing NAG variational principle in vector space (Wibisono et al., 2016) to Lie groups, continuous Lie-NAG dynamics which are guaranteed to converge to local optimum are obtained... (read more)

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