2020
Variational Optimization on Lie Groups, with Examples of Leading (Generalized) Eigenvalue Problems
AISTATS 2020poster
The article considers smooth optimization of functions on Lie groups. By generalizing NAG variational principle in vector space (Wibisono et al., 2016) to general Lie groups, continuous Lie-NAG dynamics which are guaranteed to converge to local optimum are obtained. They correspond to momentum versi…