Convergence analysis of Riemannian trust-region methods

Published: 2006/06/19

Nonlinear Optimization global convergence, local convergence, numerical optimization on manifolds, steihaug-toint, superlinear, symmetric eigenvalue problem, truncated conjugate-gradient, trust-region methods Short URL: https://optimization-online.org/?p=9945

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.

Convergence analysis of Riemannian trust-region methods

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