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Newton-like methods for numerical optimization on manifolds

Hueper, Knut; Trumpf, Jochen

Description

Many problems in signal processing require the numerical optimization of a cost function which is defined on a smooth manifold. Especially, orthogonally or unitarily constrained optimization problems tend to occur in signal processing tasks involving subspaces. In this paper we consider Newton-like methods for solving these types of problems. Under the assumption that the parameterization of the manifold is linked to so-called Riemannian normal coordinates our algorithms can be considered as...[Show more]

CollectionsANU Research Publications
Date published: 2004
Type: Conference paper
URI: http://hdl.handle.net/1885/87288
Source: Thirty-Eighth Asilomar Conference on Signals, Systems and Computers

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