Riemannian optimization on the simplex of positive definite matrices

Bamdev Mishra, Hiroyuki Kasai, Pratik Jawanpuria

Research output: Contribution to journalArticlepeer-review

Abstract

We discuss optimization-related ingredients for the Riemannian manifold defined by the constraint X1 + X2 + ⋯ + XK = I, where the matrix Xi > 0 is symmetric positive definite of size n × n for all i = -1, ⋯ ,K}. For the case n = 1, the constraint boils down to the popular standard simplex constraint.

Original languageEnglish
JournalUnknown Journal
Publication statusPublished - 2019 Jun 25

ASJC Scopus subject areas

  • General

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