Paper ID sheet
- TITLE: Riemannian BFGS algorithm with applications
- AUTHORS: Chunhong Qi, Kyle A. Gallivan, P.-A. Absil
- ABSTRACT:
In this paper, we present a retraction-based Riemannian BFGS approach
(RBFGS). Of particular interest is the choice of transport used to move in-
formation between tangent spaces and the different ways of implementing
the RBFGS algorithm. We consider parallel translation along a geodesic and
vector transport by projection on the unit sphere and the compact Stiefel
manifold.
- KEY WORDS:
- STATUS: Submitted for publication on 15 November 2009.
Errata
In this errata, we refer to the numbering in the publisher's version (doi:10.1007/978-3-642-12598-0_16).
- Page 187, equation 5 (update equation for the inverse Hessian approximation): the last term should be g(s_k,p)/g(y_k,s_k) s_k.
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BibTeX
@INCOLLECTION{QiGalAbs-FSU09-20,
author = "Chunhong Qi and Kyle A. Gallivan and P.-A. Absil",
title = "Riemannian {BFGS} algorithm with applications",
year = 2010,
booktitle = "Recent Advances in Optimization and its Applications in Engineering",
publisher = "Springer",
note = "To appear",
}
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