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2 - Simple examples

Published online by Cambridge University Press:  09 March 2023

Nicolas Boumal
Affiliation:
École Polytechnique Fédérale de Lausanne
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Summary

Before we define any technical terms, this chapter describes simple optimization problems as they arise in data science, imaging and robotics, with a focus on the natural domain of definition of the variables (the unknowns). In so doing, we proceed through a sequence of problems whose search spaces are a Euclidean space or a linear subspace thereof (which still falls within the realm of classical unconstrained optimization), then a sphere and a product of spheres. We further encounter the set of matrices with orthonormal columns (Stiefel manifold) and a quotient thereof which only considers the subspace generated by the orthonormal columns (Grassmann manifold). Continuing, we then discuss optimization problems where the unknowns are a collection of rotations (orthogonal matrices), a matrix of fixed size and rank, and a positive definite matrix. In closing, we discuss how a classical change of variables in semidefinite programming known as the Burer–Monteiro factorization can sometimes also lead to optimization on a smooth manifold, exhibiting a benign non-convexity phenomenon.

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Publisher: Cambridge University Press
Print publication year: 2023

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  • Simple examples
  • Nicolas Boumal, École Polytechnique Fédérale de Lausanne
  • Book: An Introduction to Optimization on Smooth Manifolds
  • Online publication: 09 March 2023
  • Chapter DOI: https://doi.org/10.1017/9781009166164.003
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To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

  • Simple examples
  • Nicolas Boumal, École Polytechnique Fédérale de Lausanne
  • Book: An Introduction to Optimization on Smooth Manifolds
  • Online publication: 09 March 2023
  • Chapter DOI: https://doi.org/10.1017/9781009166164.003
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Simple examples
  • Nicolas Boumal, École Polytechnique Fédérale de Lausanne
  • Book: An Introduction to Optimization on Smooth Manifolds
  • Online publication: 09 March 2023
  • Chapter DOI: https://doi.org/10.1017/9781009166164.003
Available formats
×