Riemannian Interior Point Methods for Constrained Optimization on Manifolds.
Zhijian LaiAkiko YoshisePublished in: J. Optim. Theory Appl. (2024)
Keyphrases
- interior point methods
- constrained optimization
- euclidean space
- convex optimization
- inequality constraints
- linear program
- linear programming
- semidefinite programming
- primal dual
- low dimensional
- constrained optimization problems
- objective function
- penalty function
- interior point
- computationally intensive
- solving problems
- quadratic programming
- finite dimensional
- linear programming problems
- feature space
- high dimensional
- lagrange multipliers
- data points
- higher dimensional
- low rank
- linear systems
- column generation
- euclidean distance
- high dimensional data
- model selection