<p>We show that linearly constrained linear optimization over a Stiefel or Grassmann manifold is NP-hard in general. We show that the same is true for unconstrained quadratic optimization over a Stiefel manifold. We will show that unless <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\textrm{P}=\textrm{NP}\)</EquationSource> </InlineEquation>, these optimization problems over a Stiefel manifold do not have <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\textrm{FPTAS}\)</EquationSource> </InlineEquation>. As an aside we extend our results to flag manifolds. Combined with earlier findings, this shows that manifold optimization is a difficult endeavor—even the simplest problems like LP and unconstrained QP are already NP-hard on the most common manifolds.</p>

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Stiefel optimization is NP-hard

  • Zehua Lai,
  • Lek-Heng Lim,
  • Tianyun Tang

摘要

We show that linearly constrained linear optimization over a Stiefel or Grassmann manifold is NP-hard in general. We show that the same is true for unconstrained quadratic optimization over a Stiefel manifold. We will show that unless \(\textrm{P}=\textrm{NP}\) , these optimization problems over a Stiefel manifold do not have \(\textrm{FPTAS}\) . As an aside we extend our results to flag manifolds. Combined with earlier findings, this shows that manifold optimization is a difficult endeavor—even the simplest problems like LP and unconstrained QP are already NP-hard on the most common manifolds.