Optimization Problems With Orthogonal Matrix Constraints
The optimization problems involving orthogonal matrices have been formulated in this work. A lower bound for the number of stationary points of such optimization problems is found and its connection to the number of possible partitions of natural numbers is also established. We obtained local and global optima of such problems for different orders and showed their connection with the Hadamard, conference and weighing matrices. The application of general theory to some concrete examples including maximization of Shannon, Rény, Tsallis and Sharma-Mittal entropies for orthogonal matrices, minimum distance orthostochastic matrices to uniform van der Waerden matrices, Cressie-Read and K-divergence functions for orthogonal matrices, etc are also discussed. Global optima for all orders has been found for the optimization problems involving unitary matrix constraints.
Arasu, K. T.,
& Mohan, M. T.
(2018). Optimization Problems With Orthogonal Matrix Constraints. Numerical Algebra, Control & Optimization, 8 (4), 413-440.