RBFS trust region algorithm

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ssh68...@gmail.com

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Oct 6, 2014, 9:20:33 AM10/6/14
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Hi;

I wonder if have ever tried to use the Reimannian BFGS in your trust region implementation?

Best regards;
Somayeh Hosseini

Nicolas Boumal

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Oct 6, 2014, 10:03:46 AM10/6/14
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Hello Somayeh,

We haven't implemented BFGS in Manopt yet, but we know of multiple implementations of Riemannian BFGS (with and without limited memory) and we intend to implement this in Manopt in a future release. Both Bamdev and I are in transitions at the time, so that we can't commit to a release very soon, but it is in the works (and something we look forward too).

If you give it a try yourself, though, we would be very happy to hear about your experience!

Cheers,
Nicolas

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