A Framework of Constraint Preserving Update Schemes for Optimization on Stiefel Manifold

Bo Jiang, Yu-Hong Dai

This paper considers optimization problems on the Stiefel manifold $X^{\mathsf{T}}X=I_p$, where $X\in {\mathbb{R}}^{n\times p}$ is the variable and $I_p$ is the $p$-by-$p$ identity…