Article ID Journal Published Year Pages File Type
4639680 Journal of Computational and Applied Mathematics 2012 11 Pages PDF
Abstract
A nonmonotone Levenberg-Marquardt-based algorithm is proposed for minimization problems on closed domains. By preserving the feasible set's geometry throughout the process, the method generates a feasible sequence converging to a stationary point independently of the initial guess. As an application, a specific algorithm is derived for minimization on Stiefel manifolds and numerical results involving a weighted orthogonal Procrustes problem are reported.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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