A D.C. Programming Approach for Optimization with Orthonormality Constraints

摘要：

In the paper we consider the problem of optimizing a function subject to orthonormality constraints. From a geometric aspect, this means optimization on Stiefcl manifold. We present some practical problems written in this form. We show that under mild differentiability condition, the considered probleM can be reformulated as an equivalent canonical d.c. programming problem. An adaptation of combined cone/ splitting outer approximation methods is proposed for solving the problem in the canonical d.c. form.

关键词： Stiefel manifold canonical d.c. problem cone splitting outer approzimation

作者: Janos Fülop

作者单位: Research Group of Operations Research and Decision Systems, Computer and Automation Research Institute, Hungarian Academy of Sciences, Kende u. 13-17, Budapest, H-1111,Hungary

会议类型: 国际会议

会议名称: The First World Congress on Global Optimization in Engineering & Science(第一届工程与科学全局优化国际会议 WCGO2009)

会议地点: 长沙

会议语种:英文

页码: 930-935

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）