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

A 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...

Full description

Saved in:
Bibliographic Details
Published in:Journal of computational and applied mathematics 2012-04, Vol.236 (10), p.2717-2727
Main Authors: Francisco, Juliano B., Viloche Bazán, Fermín S.
Format: Article
Language:English
Subjects:
Closed sets
Levenberg–Marquardt method
Nonmonotone algorithm
Stiefel manifolds
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:A 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.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2012.01.014