Riemannian Optimization and Its Applications

Name: Riemannian Optimization and Its Applications
Brand: Springer Nature
SKU: 9783030623890
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Riemannian Optimization and Its Applications

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Springer Nature

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9783030623890

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This brief describes the basics of Riemannian optimizationoptimization on Riemannian manifoldsintroduces algorithms for Riemannian optimization problems, discusses the theoretical properties of these algorithms, and suggests possible applications of Riemannian optimization to problems in other fields. To provide the reader with a smooth introduction to Riemannian optimization, brief reviews of mathematical optimization in Euclidean spaces and Riemannian geometry are included. Riemannian optimization is then introduced by merging these concepts. In particular, the Euclidean and Riemannian conjugate gradient methods are discussed in detail. A brief review of recent developments in Riemannian optimization is also provided. Riemannian optimization methods are applicable to many problems in various fields. This brief discusses some important applications including the eigenvalue and singular value decompositions in numericallinear algebra, optimal model reduction in control engineering, and canonical correlation analysis in statistics.

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