Pymanopt: A Python Toolbox for Optimization on Manifolds using Automatic Differentiation

@article{Townsend2016PymanoptAP,
  title={Pymanopt: A Python Toolbox for Optimization on Manifolds using Automatic Differentiation},
  author={James Townsend and Niklas Koep and Sebastian Weichwald},
  journal={Journal of Machine Learning Research},
  year={2016},
  volume={17},
  pages={137:1-137:5}
}
Optimization on manifolds is a class of optimization methods, for (non-convex) optimization of an objective function, subject to constraints which are smooth, in the sense that the set of points which satisfy the constraints admits the structure of a differentiable manifold. While many optimization problems are of the described form, technicalities of differential geometry and the laborious calculation of derivatives pose a significant barrier for experimenting with these optimization methods… CONTINUE READING
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