A Riemannian Optimization Approach for Solving the Generalized Eigenvalue Problem for Nonsquare Matrix Pencils.
Jiao-fen LiWen LiSeak-Weng VongQilun LuoMingQing XiaoPublished in: J. Sci. Comput. (2020)
Keyphrases
- discrete optimization
- systems of linear equations
- lie group
- combinatorial optimization
- quadratic programming
- nonlinear programming
- constrained optimization
- fisher information
- optimization problems
- singular value decomposition
- global optimization
- convex optimization problems
- eigenvalue problems
- infinite dimensional
- shape analysis
- lagrange multipliers
- semidefinite
- square root
- quadratic program
- linear complementarity problem
- low rank
- optimization method
- set of linear equations
- search algorithm