Simpler flag optimization
Optimization and Control
2022-12-02 v1
Abstract
We study the geometry of flag manifolds under different embeddings into a product of Grassmannians. We show that differential geometric objects and operations -- tangent vector, metric, normal vector, exponential map, geodesic, parallel transport, gradient, Hessian, etc -- have closed-form analytic expressions that are computable with standard numerical linear algebra. Furthermore, we are able to derive a coordinate descent method in the flag manifold that performs well compared to other gradient descent methods.
Cite
@article{arxiv.2212.00212,
title = {Simpler flag optimization},
author = {Zehua Lai and Lek-Heng Lim and Ke Ye},
journal= {arXiv preprint arXiv:2212.00212},
year = {2022}
}
Comments
26 pages