Optimization on quadratic matrix Lie groups

• Autor(es): Machado, Luís Miguel ; Leite, F. Silva
• Data: 2002
• Identificador Persistente: http://hdl.handle.net/10316/11446
• Origem: Estudo Geral - Universidade de Coimbra
• Assunto(s): Lie group; Lie algebra; Riemannian metric; Gradient vector field; Gradient flow; Complete integrability
• Tipo de Documento: Preprint
• Idioma: Inglês

Descrição

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