Quasi-Newton Methods on Grassmannians and Multilinear Approximations of Tensors
Quasi-Newton Methods on Grassmannians and Multilinear Approximations of Tensors
In this paper we proposed quasi-Newton and limited memory quasi-Newton methods for objective functions defined on Grassmannians or a product of Grassmannians. Specifically we defined BFGS and limited memory BFGS updates in local and global coordinates on Grassmannians or a product of these. We proved that, when local coordinates are …