GrassmannOptim: An R Package for Grassmann Manifold Optimization
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| Authors | Kofi P. Adragni, R. Dennis Cook, Seongho Wu |
| Journal/Conference Name | Journal of Statistical Software |
| Paper Category | Other |
| Paper Abstract | The optimization of a real-valued objective function f(U), where U is a p X d,p > d, semi-orthogonal matrix such that UTU=Id, and f is invariant under right orthogonal transformation of U, is often referred to as a Grassmann manifold optimization. Manifold optimization appears in a wide variety of computational problems in the applied sciences. In this article, we present GrassmannOptim, an R package for Grassmann manifold optimization. The implementation uses gradient-based algorithms and embeds a stochastic gradient method for global search. We describe the algorithms, provide some illustrative examples on the relevance of manifold optimization and finally, show some practical usages of the package. |
| Date of publication | 2012 |
| Code Programming Language | R |
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