• TITLE: Riemannian BFGS algorithm with applications
• AUTHORS: Chunhong Qi, Kyle A. Gallivan, P.-A. Absil
• ABSTRACT:
  In this paper, we present a retraction-based Riemannian BFGS approach (RBFGS). Of particular interest is the choice of transport used to move in- formation between tangent spaces and the different ways of implementing the RBFGS algorithm. We consider parallel translation along a geodesic and vector transport by projection on the unit sphere and the compact Stiefel manifold.
• KEY WORDS:
• STATUS: Submitted for publication on 15 November 2009.

In this errata, we refer to the numbering in the publisher's version (doi:10.1007/978-3-642-12598-0_16).

• Page 187, equation 5 (update equation for the inverse Hessian approximation): the last term should be g(s_k,p)/g(y_k,s_k) s_k.

• Publisher's version: http://dx.doi.org/10.1007/978-3-642-12598-0_16
• Tech report: FSU09-20 available from F.S.U. Math e-Print Archive

@INCOLLECTION{QiGalAbs-FSU09-20,
author = "Chunhong Qi and Kyle A. Gallivan and P.-A. Absil",
title = "Riemannian {BFGS} algorithm with applications",
year = 2010,
booktitle = "Recent Advances in Optimization and its Applications in Engineering",
publisher = "Springer",
note = "To appear",
}