Sparse Optimization

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tbi...@gmail.com

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Oct 10, 2018, 6:45:16 AM10/10/18
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Can manopt work with sparse matrices - if the input is sparse is the optimization carried out directly exploiting sparsity ?

Nicolas Boumal

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Oct 10, 2018, 8:05:28 AM10/10/18
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Hello,

You mean the optimization variable is sparse, or you mean the data of the problem is sparse?

If the data, no problem.

If the variable, it would depend what else you have as constraints. Is the sparsity pattern fixed? Are there other constraints on the matrix?

Nicolas

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