Orthogonal Directions Constrained Gradient Method: from non-linear equality constraints to Stiefel manifold.
Sholom SchechtmanDaniil TiapkinMichael MuehlebachÉric MoulinesPublished in: COLT (2023)
Keyphrases
- gradient method
- equality constraints
- euclidean space
- quadratic programming problems
- convergence rate
- decomposition algorithm
- constrained optimization problems
- linear constraints
- nonlinear programming
- complex valued
- optimization methods
- step size
- negative matrix factorization
- low dimensional
- optimal solution
- constrained optimization
- feature space
- genetic algorithm
- feature extraction
- objective function
- optimization problems
- dynamic programming
- cost function