Orthogonal Directions Constrained Gradient Method: from non-linear equality constraints to Stiefel manifold

Sholom Schechtman, Daniil Tiapkin, Michael Muehlebach +1

We consider the problem of minimizing a non-convex function over a smooth manifold $\mathcal{M}$. We propose a novel algorithm, the Orthogonal Directions Constrained Gradient Metho…