Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4639680 | Journal of Computational and Applied Mathematics | 2012 | 11 Pages |
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
Juliano B. Francisco, FermÃn S. Viloche Bazán,