English

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.

Keywords

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}
}

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26 pages