Optimization on quadratic matrix Lie groups

• Author(s): Machado, Luís Miguel ; Leite, F. Silva
• Date: 2002
• Persistent ID: http://hdl.handle.net/10316/11446
• Origin: Estudo Geral - Universidade de Coimbra
• Subject(s): Lie group; Lie algebra; Riemannian metric; Gradient vector field; Gradient flow; Complete integrability
• Document Type: Preprint
• Language: English

Description

We study optimality properties of the smooth function tr (Θ-¹QΘN – 2MΘ-¹) , viewed as a function of Θ, with Θ belonging to certain quadratic matrix Lie groups which are generalizations of the orthogonal group. Some optimization matrix problems are formulated in terms of this function. Computational issues based on continuous algorithms are discussed. ISR; research network contract FMRXCT-970137