An implicit trust-region method on Riemannian manifolds

We propose and analyze an “implicit” trust-region method in the general setting of Riemannian manifolds. The method is implicit in that the trust-region is defined as a superlevel set of the ratio of the actual over predicted decrease in the objective function. Since this method potentially requires the evaluation of the objective function at each … Read more

Convergence analysis of Riemannian trust-region methods

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. Citation 19 June 2006 Article Download View Convergence analysis of Riemannian trust-region … Read more