2023/07/02 by Chenyu Zhang, Rufeng Xiao, Zhang, Chenyu +5 · 1 citation
Computer Science · Engineering · Mathematics · #49J52 #65K05 #90C26 #90C30 #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
paper · pdf · doi:10.48550/arxiv.2307.00490
openalex publication_date 2023/07/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Manifold optimization has recently gained significant attention due to its wide range of applications in various areas. This paper introduces the first Riemannian trust region method for minimizing an SC1 function, which is a differentiable function that has a semismooth gradient vector field, on manifolds with convergence guarantee. We provide proof of both global and local convergence results, along with demonstrating the local superlinear convergence rate of our proposed method. As an application and to demonstrate our motivation, we utilize our trust region method as a subproblem solver within an augmented Lagrangian method for minimizing nonsmooth nonconvex functions over manifolds. This represents the first approach that fully explores the second-order information of the subproblem in the context of augmented Lagrangian methods on manifolds. Numerical experiments confirm that our method outperforms existing methods.