用差分进化算法优化子空间问题,突破传统方法局部搜索局限。
Differential Evolution for Grassmann Manifold Optimization: A Projection Approach
- 将差分进化引入格拉斯曼流形,通过QR分解投影保持结构可行性。
- 在多个子空间优化任务中表现优于经典黎曼方法,尤其适合非凸多峰场景。
- 适合机器学习、信号处理等需低秩子空间建模的研究者使用。
本文提出一种新型进化算法,用于优化定义在格拉斯曼流形Gr(k,n)(R^n中所有k维线性子空间的集合)上的实值目标函数。现有优化方法多依赖一阶或二阶黎曼技术,但这些固有局部的方法在非凸或多重模态景观中表现不佳。为此,我们改编了差分进化算法——一种全局性、基于种群的优化方法——使其能在格拉斯曼流形上有效运行。该方法结合自适应控制参数策略,并引入投影机制,通过QR分解将试探向量映射回流形。新算法在保持流形结构可行性的同时,实现对局部邻域外的探索。该框架为经典黎曼优化提供了灵活且几何感知的替代方案,特别适用于机器学习、信号处理和低秩矩阵恢复中以子空间表示为核心的应用。我们在多个格拉斯曼流形优化问题上测试了该方法的有效性。
原文摘要 · Abstract (English)
We propose a novel evolutionary algorithm for optimizing real-valued objective functions defined on the Grassmann manifold Gr}(k,n), the space of all k-dimensional linear subspaces of R^n. While existing optimization techniques on Gr}(k,n) predominantly rely on first- or second-order Riemannian methods, these inherently local methods often struggle with nonconvex or multimodal landscapes. To address this limitation, we adapt the Differential Evolution algorithm - a global, population based optimization method - to operate effectively on the Grassmannian. Our approach incorporates adaptive control parameter schemes, and introduces a projection mechanism that maps trial vectors onto the manifold via QR decomposition. The resulting algorithm maintains feasibility with respect to the manifold structure while enabling exploration beyond local neighborhoods. This framework provides a flexible and geometry-aware alternative to classical Riemannian optimization methods and is well-suited to applications in machine learning, signal processing, and low-rank matrix recovery where subspace representations play a central role. We test the methodology on a number of examples of optimization problems on Grassmann manifolds.
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