Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints
Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints
In this paper, we study structured quasi-Newton methods for optimization problems with orthogonality constraints. Note that the Riemannian Hessian of the objective function requires both the Euclidean Hessian and the Euclidean gradient. In particular, we are interested in applications that the Euclidean Hessian itself consists of a computational cheap part …