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
:
| Shelf Number | Item Barcode | Shelf Location | Shelf Location | Holding Information |
|---|
| XX(682225.1) | 682225-1001 | Proquest E-Thesis Collection | Proquest E-Thesis Collection | |