GrassmannOptim: An R Package for Grassmann Manifold Optimization

The optimization of a real-valued objective function f(U), where U is a p X d,p > d, semi-orthogonal matrix such that UTU=Id, and f is invariant under right orthogonal transformation of U, is often referred to as a Grassmann manifold optimization. Manifold optimization appears in a wide variety o...

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Bibliographic Details
Published in:Journal of Statistical Software
Main Authors: Ko Placid Adragni, R. Dennis Cook, Seongho Wu
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2012-07-01
Subjects:
Grassmann manifold
constrained optimization
simulated annealing
Online Access:http://www.jstatsoft.org/v50/i05/paper

Internet

http://www.jstatsoft.org/v50/i05/paper

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