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Energy-adaptive Riemannian optimization on the Stiefel manifold

Robert Altmann, Daniel Peterseim, Tatjana Stykel

2022ESAIM. Mathematical modelling and numerical analysis22 citationsDOIOpen Access PDF

Abstract

This paper addresses the numerical solution of nonlinear eigenvector problems such as the Gross–Pitaevskii and Kohn–Sham equation arising in computational physics and chemistry. These problems characterize critical points of energy minimization problems on the infinite-dimensional Stiefel manifold. To efficiently compute minimizers, we propose a novel Riemannian gradient descent method induced by an energy-adaptive metric. Quantified convergence of the methods is established under suitable assumptions on the underlying problem. A non-monotone line search and the inexact evaluation of Riemannian gradients substantially improve the overall efficiency of the method. Numerical experiments illustrate the performance of the method and demonstrates its competitiveness with well-established schemes.

Topics & Concepts

Line searchBalanced flowConvergence (economics)Manifold (fluid mechanics)MathematicsStiefel manifoldMetric (unit)Eigenvalues and eigenvectorsApplied mathematicsGradient descentRiemannian manifoldNonlinear systemDescent (aeronautics)Mathematical optimizationComputer scienceMathematical analysisPhysicsPure mathematicsRADIUSEconomicsArtificial neural networkMachine learningQuantum mechanicsEngineeringEconomic growthOperations managementComputer securityMechanical engineeringMeteorologyMatrix Theory and AlgorithmsNumerical methods in inverse problemsStochastic Gradient Optimization Techniques
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