Accelerated First-Order Optimization with Orthogonality Constraints
by
 
Siegel, Jonathan Wolfram, author.

Title
Accelerated First-Order Optimization with Orthogonality Constraints

Author
Siegel, Jonathan Wolfram, author.

ISBN
9780438009738

Personal Author
Siegel, Jonathan Wolfram, author.

Physical Description
1 electronic resource (90 pages)

General Note
Source: Dissertation Abstracts International, Volume: 79-10(E), Section: B.
 
Includes supplementary digital materials.
 
Advisors: Russel E. Caflisch Committee members: Chris Anderson; Stanley Osher; Vidvuds Ozolins.

Abstract
Optimization problems with orthogonality constraints have many applications in science and engineering. In these applications, one often deals with large-scale problems which are ill-conditioned near the optimum. Consequently, there is a need for first-order optimization methods which deal with orthogonality constraints, converge rapidly even when the objective is not well-conditioned, and are robust.
 
In this dissertation we develop a generalization of Nesterov's accelerated gradient descent algorithm for optimization on the manifold of orthonormal matrices. The performance of the algorithm scales with the square root of the condition number. As a result, our method outperforms existing state-of-the-art algorithms on large, ill-conditioned problems. We discuss applications of the method to electronic structure calculations and to the calculation of compressed modes.

Local Note
School code: 0031

Subject Term
Mathematics.
 
Applied mathematics.

Added Corporate Author
University of California, Los Angeles. Mathematics 0540.

Electronic Access
http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqm&rft_dat=xri:pqdiss:10824755


Shelf NumberItem BarcodeShelf LocationShelf LocationHolding Information
XX(682225.1)682225-1001Proquest E-Thesis CollectionProquest E-Thesis Collection