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Quasi-Newton methods on Grassmannians and multilinear approximations of tensors. (English) Zbl 1226.65058

The authors propose quasi-Newton and limited memory quasi-Newton algorithms for functions defined on a Grassmannian Gr\((n, r)\) as well as a product of Grassmannians Gr\((n_1, r_1) \times \dots \times\) Gr\((n_k, r_k)\), with Broyden-Fletcher-Shanno-Goldfarb (BFGS) and limited memory BFGS updates. By focusing on the local coordinates approach they show that their BFGS update shares the same well-known optimality property of its Euclidean counterpart.

MSC:

65K05 Numerical mathematical programming methods
90C53 Methods of quasi-Newton type
15A69 Multilinear algebra, tensor calculus
14M15 Grassmannians, Schubert varieties, flag manifolds
90C30 Nonlinear programming
53A45 Differential geometric aspects in vector and tensor analysis