4 papers · 1 filter
Local near-quadratic convergence of Riemannian interior point methods
Mitsuaki Obara, Takayuki Okuno, Akiko Takeda
We consider Riemannian optimization problems with inequality and equality constraints and analyze a class of Riemannian interior point methods for solving them. The algorithm of in…
A primal-dual interior point trust region method for second-order stationary points of Riemannian inequality-constrained optimization problems
Mitsuaki Obara, Takayuki Okuno, Akiko Takeda
We consider Riemannian inequality-constrained optimization problems. Such problems inherit the benefits of Riemannian approach developed in the unconstrained setting and naturally…
Stable Linear System Identification with Prior Knowledge by Riemannian Sequential Quadratic Optimization
Mitsuaki Obara, Kazuhiro Sato, Hiroki Sakamoto +2
We consider an identification method for a linear continuous time-invariant autonomous system from noisy state observations. In particular, we focus on the identification to satisf…
Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds
Mitsuaki Obara, Takayuki Okuno, Akiko Takeda
We consider optimization problems on Riemannian manifolds with equality and inequality constraints, which we call Riemannian nonlinear optimization (RNLO) problems. Although they h…