Let <InlineEquation ID="IEq1270"> <EquationSource Format="TEX">$$\mathbb{M}_{m,n}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi mathvariant="double-struck">M</mi> <mrow> <mi>m</mi> <mo>,</mo> <mi>n</mi> </mrow> </msub> </math> </EquationSource> </InlineEquation> be the linear space of real matrices of dimension m × n. A variational problem that arises quite often in applications is that of minimizing a real-valued function f on some feasible set <InlineEquation ID="IEq128"> <EquationSource Format="TEX">$$\Upomega\subseteq \mathbb{M}_{m,n}.$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi mathvariant="normal">Ω</mi> <mo>⊆</mo> <msub> <mi mathvariant="double-struck">M</mi> <mrow> <mi>m</mi> <mo>,</mo> <mi>n</mi> </mrow> </msub>...</mo></mrow></math></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>