An optimisation geometry framework for the Rayleigh quotient

Jeanne Lefevre (1) , Jonathan H Manton (2) , Nicolas Le Bihan (1)

1 GIPSA-GAIA - GIPSA Pôle Géométrie, Apprentissage, Information et Algorithmes
2 University of Melbourne

This paper briefly introduces optimisation geometry, a method based on family of functions that proposes to solve complex optimisation problems with continuation methods and pre-computed points. As an illustration, the problem of tracking eigenvectors is presented, based on the Rayleigh quotient, and conditions under which the proposed approach is operational are detailed.

Mots clés: global optimisation; optimisation geometry; homotopy method; Rayleigh quotient

Domaines: Traitement du signal et de l'image [eess.SP]

Jeanne Lefevre, Jonathan H Manton, Nicolas Le Bihan. An optimisation geometry framework for the Rayleigh quotient. EUSIPCO 2020 - 28th European Signal Processing Conference (EUSIPCO), Jan 2021, Amsterdam, Netherlands. pp.955-959, ⟨10.23919/Eusipco47968.2020.9287217⟩. ⟨hal-03376426⟩