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Randomized Submanifold Subgradient Method for Optimization over Stiefel Manifolds

Cheung, Andy Yat-Ming et al.
arXiv (All) · Papers
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optimization-and-control
Optimization over the Stiefel manifold is a fundamental computational problem in many scientific and engineering applications. Despite considerable research effort, high-dimensional optimization problems over the Stiefel manifold remain challenging, particularly when the objective function is nonsmo
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