2007 • Journal Article
Trust-region methods on Riemannian manifolds
Authors:
Absil, Pierre-Antoine ,
Baker, C. G.,
Gallivan, Kyle A.
Published in:
Foundations of Computational Mathematics
Volume: 7 • Number: 3 • Pages: 303-330
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.