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Steepest descent method on a Riemannian manifold: the convex case
Working paper   Open access

Steepest descent method on a Riemannian manifold: the convex case

Julien Munier

Abstract

We are interested in the asymptotic behavior of the trajectories of the famous steepest descent evolution equation on Riemannian manifolds. It is shown how the convexity of the objective function helps in establishing the convergence as time goes to infinity of the trajectories towards points that minimize that function. Some numerical illustrations are given for Rosenbrock's function.
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