Riemannian optimization on the simplex of positive definite matrices

Bamdev Mishra, Hiroyuki Kasai, Pratik Jawanpuria

In this work, we generalize the probability simplex constraint to matrices, i.e., ${\mathbf{X}}_1+{\mathbf{X}}_2+\dots +{\mathbf{X}}_K=\mathbf{I}$, where ${\mathbf{X}}_i⪰0$…