基于牛顿-舒尔茨迭代的Stiefel流形二阶优化方法 / A second-order method on the Stiefel manifold via Newton$\unicode{x2013}$Schulz
1️⃣ 一句话总结
本文提出一种无需回缩操作的二阶优化方法,通过将牛顿-舒尔茨正交化迭代与修正牛顿方程相结合,在Stiefel流形上同时降低目标函数并修正约束违反,从而实现局部二次收敛,并在多个数值实验中表现优于现有方法。
Retraction-free approaches offer attractive low-cost alternatives to Riemannian methods on the Stiefel manifold, but they are often first-order, which may limit the efficiency under high-accuracy requirements. To this end, we propose a second-order method landing on the Stiefel manifold without invoking retractions, which is proved to enjoy local quadratic (or superlinear for its inexact variant) convergence. The update consists of the sum of (i) a component tangent to the level set of the constraint-defining function that aims to reduce the objective and (ii) a component normal to the same level set that reduces the infeasibility. Specifically, we construct the normal component via Newton$\unicode{x2013}$Schulz, a fixed-point iteration for orthogonalization. Moreover, we establish a geometric connection between the Newton$\unicode{x2013}$Schulz iteration and Stiefel manifolds, in which Newton$\unicode{x2013}$Schulz moves along the normal space. For the tangent component, we formulate a modified Newton equation that incorporates Newton$\unicode{x2013}$Schulz. Numerical experiments on the orthogonal Procrustes problem, principal component analysis, and real-data independent component analysis illustrate that the proposed method performs better than the existing methods.
基于牛顿-舒尔茨迭代的Stiefel流形二阶优化方法 / A second-order method on the Stiefel manifold via Newton$\unicode{x2013}$Schulz
本文提出一种无需回缩操作的二阶优化方法,通过将牛顿-舒尔茨正交化迭代与修正牛顿方程相结合,在Stiefel流形上同时降低目标函数并修正约束违反,从而实现局部二次收敛,并在多个数值实验中表现优于现有方法。
源自 arXiv: 2605.02838