Convergence analysis of Riemannian trust-region methods
Christopher G. Baker, Kyle A. Gallivan · 2006
This document is an expanded version of [ABG05], with a detailed convergence analysis. A general scheme for trust-region methods on Riemannian manifolds is proposed and analyzed. Among the various approaches available to (approximately) solve the trust-region subproblems, particular attention is paid to the truncated conjugate-gradient technique. The method is illustrated on problems from numerical linear algebra.