An optimisation geometry framework for the Rayleigh quotient
Jeanne Lefevre, Jonathan H Manton, Nicolas Le Bihan
2020 28th European Signal Processing Conference (EUSIPCO) | IEEE | Published : 2021
This paper briefly introduces optimisation geometry, a method based on family of functions that proposes to solve complex optimisation problems with continuation methods and pre-computed points. As an illustration, the problem of tracking eigenvectors is presented, based on the Rayleigh quotient, and conditions under which the proposed approach is operational are detailed.