Harry Oviedo

A worst-case complexity analysis for Riemannian non-monotone line-search methods

  • Harry Oviedo
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , ,

    In this paper we deal with non-monotone line-search methods to minimize a smooth cost function on a Riemannian manifold. In particular, we study the number of iterations necessary for this class of algorithms to obtain e-approximated stationary points. Specifically, we prove that under a regularity Lipschitz-type condition on the pullbacks of the cost function to … Read more

    Computing the Completely Positive Factorization via Alternating Minimization

  • Roger Behling
  • Hugo Lara
  • Harry Oviedo
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , , ,

    In this article, we propose a novel alternating minimization scheme for finding completely positive factorizations. In each iteration, our method splits the original factorization problem into two optimization subproblems, the first one being a orthogonal procrustes problem, which is taken over the orthogoal group, and the second one over the set of entrywise positive matrices. … Read more