Tuesday, May 28, 2013

Manopt: A Matlab tool­box for opti­mization on manifolds - implementation -

From the previous entry, but I wanted to dedicate an entry just that implementation, Bamdev Mishra also mentions the release of Manopt. Please note the tutorial page and a forum:





Manopt  is a Matlab tool­box for opti­mization on manifolds. Op­ti­miza­tion on man­i­folds is a pow­er­ful par­a­digm to ad­dress non­lin­ear op­ti­miza­tion prob­lems. With Ma­nopt, it is easy to deal with var­i­ous types of con­straints that arise nat­u­rally in ap­pli­ca­tions, such as or­tho­nor­mal­ity or low rank. It comes with a large library of manifolds and ready-to-use Riemannian optimization algorithms. It is well documented and includes diagnostics tools to help you get started quickly and make sure you make no mistakes along the way. It is designed to provide great flexibility in describing your cost function and incorporates an optional caching system for more efficiency.


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