Closed pkofod closed 4 years ago
Box manifolds seem to just implement projected methods. The issue here versus something like Bertsekas is that you should be using the reduced hessian not the full hessian or you can zig-zag like an ill-conditioned gradient descent.
Box manifolds seem to just implement projected methods. The issue here versus something like Bertsekas is that you should be using the reduced hessian not the full hessian or you can zig-zag like an ill-conditioned gradient descent.