Convergence analysis of Riemannian trust-region methods

P.-A. Absil (absilmontefiore.ulg.ac.be)
C. G. Baker (cbakerscs.fsu.edu)
K. A. Gallivan (gallivanscs.fsu.edu)

Abstract: A general scheme for trust-region methods on Riemannian manifolds is proposed and analyzed. Among the various approaches available to (approximately) solve the trust-region subproblems, particular attention is paid to the truncated conjugate-gradient technique. The method is illustrated on problems from numerical linear algebra.

Keywords: Numerical optimization on manifolds, trust-region, truncated conjugate-gradient, Steihaug-Toint, global convergence, local convergence, superlinear, symmetric eigenvalue problem

Category 1: Nonlinear Optimization (Other )

Citation: 19 June 2006

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Entry Submitted: 06/19/2006
Entry Accepted: 06/19/2006
Entry Last Modified: 06/19/2006

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