Second-order optimization algorithms
Published in Cambridge University Press eBooks • Mar 9, 2023
Authors:
Nicolas Boumal
Abstract
The main purpose of this chapter is to motivate and analyze the Riemannian trust-region method (RTR). This optimization algorithm shines brightest when it uses both the Riemannian gradient and the Riemannian Hessian. It applies for optimization on manifolds in general, thus for embedded submanifolds...
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