Anders Johan Thunberg

Sparse Quadratic Optimisation over the Stiefel Manifold with Application to Permutation Synchronisation

We address the non-convex optimisation problem of finding a sparse matrix on the Stiefel manifold (matrices with mutually orthogonal columns of unit length) that maximises (or minimises) a quadratic objective function. Optimisation problems on the Stiefel manifold occur for example in spectral relax…