About optimizing a parameter on Manifold with Lagrange multipler methods

[grandowife]

Hi there, 

I have solved a problem with this brilliant toolbox Manopt.

And now, I have a new problem which parameter can be solved by Lagrange Multiplier Method, at the same time, the parameter also on Grassmann manifold.

So I want to ask if I can use the Lagrange Multiplier Method with Manopt, and if not, is there any substitute solver for Lagrange Multiplier Method in Manopt?

Thank you very much

[Nicolas Boumal]

Hello,

We do not have a built-in Lagrange method implemented in Manopt, but of course you can use Manopt to solve the subproblems on Grassmann.

See also this recent paper for background; the paper has a link to a github repository which has an implementation of the Lagrange method using Manopt: https://arxiv.org/abs/1901.10000

Best,

Nicolas

[grandowife]

Thanks a lot, I will read this paper and try this method.

This helps me a lot.

在 2019年4月16日星期二 UTC+8下午7:53:00，Nicolas Boumal写道：