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A Theory of the NEPv Approach for Optimization On the Stiefel Manifold

Li, Ren-Cang
arXiv (All) · Papers
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90c26optimization-and-control
The NEPv approach has been increasingly used lately for optimization on the Stiefel manifold arising from machine learning. General speaking, the approach first turns the first order optimality condition, also known as the KKT condition, into a nonlinear eigenvalue problem with eigenvector dependenc
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