Column-wise Block Coordinate Descent Approach for Orthogonal Constrained Optimization Problems
发布时间:2016年10月18日
浏览次数:10050
发布者: Qi Liu
主讲人: Prof. Xin Liu(Chinese Academy of Sciences)
活动时间: 从 2016-03-31 10:00 到 11:00
场地: Room 29, Quan Zhai, BICMR
We propose a column-wise block coordinate descent approach for solving a class of orthogonal constrained optimization problems. This approach combines a Gauss-Sedeil type of iteration with a multiplier symmetrization step to guarantee the stationarity satisfied at any cluttering point. We prove the global convergence of the proposed approach. Preliminary experiments illustrate that the new algorithm performs well and is of great potential.