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540. Nonsmooth Optimization on Riemannian Manifolds in Manopt.jl
Invited abstract in session WC-30: Optimization Frameworks, stream Software for Optimization.
Wednesday, 12:30-14:00Room: 064 (building: 208)
Authors (first author is the speaker)
1. | Ronny Bergmann
|
Department of Mathematical Sciences, Norwegian University of Science and Technology |
Abstract
In many applications nonlinear data is measured, for example when considering rotations, bases of sub spaces or even sub spaces themselves. While this can be modelled as linear data with constraints, this induce more complicated algorithms.
If the constraints on the other hand form a Riemannian manifpold, for example the Special Orthogonal group, the Stiefel or the Grassmann manifold, one can employ classical unconstraint algorithms, while staying inherently feasible.
In the recent years these algorithms were extended to non-smooth objectives as well as constrained optimization on manifolds.
In this talk, we present a framework and several algorithms that are available in Manopt.jl, which together with Manifolds.jl forms a family of Julia packages to efficiently solve optimization problems on Manifolds in Julia.
Keywords
- Non-smooth Optimization
- Programming, Nonlinear
- Software
Status: accepted
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