publication . Article . 2012

Nonmonotone algorithm for minimization on closed sets with applications to minimization on Stiefel manifolds

Francisco, Juliano B.; Viloche Bazán, Fermín S.;
Open Access English
  • Published: 01 Apr 2012 Journal: Journal of Computational and Applied Mathematics, issue 10, pages 2,717-2,727 (issn: 03770427, Copyright policy)
  • Publisher: Elsevier B.V.
Abstract
AbstractA nonmonotone Levenberg–Marquardt-based algorithm is proposed for minimization problems on closed domains. By preserving the feasible set’s geometry throughout the process, the method generates a feasible sequence converging to a stationary point independently of the initial guess. As an application, a specific algorithm is derived for minimization on Stiefel manifolds and numerical results involving a weighted orthogonal Procrustes problem are reported.
Subjects
free text keywords: Nonmonotone algorithm, Closed sets, Levenberg–Marquardt method, Stiefel manifolds, Applied Mathematics, Computational Mathematics, Orthogonal Procrustes problem, Stationary point, Closed set, Mathematics, Minification, Mathematical optimization, Feasible region, Mathematical analysis, Algorithm, Manifold
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