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Author:

Jiang, Yao-Lin (Jiang, Yao-Lin.) | Xu, Kang-Li (Xu, Kang-Li.)

Indexed by:

EI SCIE Scopus Engineering Village

Abstract:

This paper presents a new Riemannian modified Polak-Ribiére-Polyak conjugate gradient algorithm to construct the reduced systems of quadratic-bilinear systems. We eliminate the orthogonality and homogeneity constraints of the truncated H 2 optimal model order reduction problem and turn this constrained minimization problem into an unconstrained Riemannian optimization problem on the Grassmann manifold. Due to the compactness of this manifold, the existence of the minimum solution can be guaranteed. Applying tensor techniques, the Riemannian gradient of the cost function is derived. Additionally, we design a new Riemannian MPRP conjugate gradient scheme using the differentiated retraction and the scaled vector transport. The resulting search direction always provides a descent direction. The global convergence of the proposed algorithm is established. Moreover, our algorithm is also applicable to the minimization problems of linear and bilinear systems. Finally, two numerical tests are reported to illustrate the effectiveness of the proposed algorithm. © 2020 Society for Industrial and Applied Mathematics

Keyword:

Conjugate gradient method Constrained optimization Cost functions Tensors

Author Community:

  • [ 1 ] [Jiang, Yao-Lin]School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, Shaanxi; 710049, China
  • [ 2 ] [Xu, Kang-Li]School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, Shaanxi; 710049, China

Reprint Author's Address:

  • [Jiang, Yao-Lin]School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, Shaanxi; 710049, China;;

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Source :

SIAM Journal on Matrix Analysis and Applications

ISSN: 0895-4798

Year: 2020

Issue: 2

Volume: 41

Page: 432-463

1 . 9 4 4

JCR@2020

1 . 9 4 4

JCR@2020

ESI Discipline: MATHEMATICS;

ESI HC Threshold:28

CAS Journal Grade:2

Cited Count:

WoS CC Cited Count: 9

SCOPUS Cited Count: 24

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 4

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