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Geometry, Manifolds, and Nonconvex Optimization: How Geometry Can Help Optimization
IEEE Signal Processing Magazine ( IF 14.9 ) Pub Date : 2020-09-01 , DOI: 10.1109/msp.2020.3004034
Jonathan H. Manton

Aimed at both casual spectators and active participants of optimization on manifolds alike, this introductory article presents a wide range of information I would have liked to have been told when I first entered the field. Several arguments are put forth: 1) it is not true that nonconvex implies difficult, 2) many optimization problems in signal processing are approached from the wrong perspective (once-off versus realtime optimization), and 3) the geometry of a manifold should not be used simply for the sake of it. This article also predicts that there is considerable potential for future work on optimization on compact manifolds; large classes of such problems are no harder than convex problems.

中文翻译:

几何、流形和非凸优化:几何如何帮助优化

这篇介绍性文章针对的是普通观众和流形优化的积极参与者,它提供了我第一次进入该领域时希望得到的广泛信息。提出了几个论点:1)非凸意味着困难是不正确的,2)从错误的角度(一次性优化与实时优化)处理信号处理中的许多优化问题,以及3)流形的几何形状不应该只是为了它而使用。本文还预测,未来在紧凑流形优化方面的工作具有相当大的潜力;这类问题的大类并不比凸问题难。
更新日期:2020-09-01
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