We develop a new method for solving minimization problems on the Stiefel Manifold using damped dynamical systems. The constraints are satisfied in the limit by an additional damped dynamical system. The method is illustrated by numerical experiments and compared to a state-of-the-art conjugate gradient method.
翻译:本文提出了一种利用阻尼动力系统在Stiefel流形上求解最小化问题的新方法。通过引入额外的阻尼动力系统,约束条件在极限状态下得以满足。该方法通过数值实验进行验证,并与当前最先进的共轭梯度法进行了比较。