论文信息 - Riemannian BFGS Algorithm with Applications

Riemannian BFGS Algorithm with Applications

We present an algorithm model, called Riemannian BFGS (RBFGS), that subsumes the classical BFGS method in ℝ n as well as previously proposed Riemannian extensions of that method. Of particular interest is the choice of transport used to move information between tangent spaces and the different ways of implementing the RBFGS algorithm.

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