Vector Transport Free Riemannian LBFGS for Optimization on Symmetric Positive Definite Matrix Manifolds

Reza Godaz, Benyamin Ghojogh, Reshad Hosseini +3

This work concentrates on optimization on Riemannian manifolds. The Limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm is a commonly used quasi-Newton method for num…