Convergence and worst-case complexity of adaptive Riemannian trust-region methods for optimization on manifolds

Zhou Sheng () and Gonglin Yuan ()
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Zhou Sheng: Anhui University of Technology
Gonglin Yuan: Guangxi University

Journal of Global Optimization, 2024, vol. 89, issue 4, No 5, 949-974

Abstract: Abstract Trust-region methods have received massive attention in a variety of continuous optimization. They aim to obtain a trial step by minimizing a quadratic model in a region of a certain trust-region radius around the current iterate. This paper proposes an adaptive Riemannian trust-region algorithm for optimization on manifolds, in which the trust-region radius depends linearly on the norm of the Riemannian gradient at each iteration. Under mild assumptions, we establish the liminf-type convergence, lim-type convergence, and global convergence results of the proposed algorithm. In addition, the proposed algorithm is shown to reach the conclusion that the norm of the Riemannian gradient is smaller than $$\epsilon $$ ϵ within $${\mathcal {O}}(\frac{1}{\epsilon ^2})$$ O ( 1 ϵ 2 ) iterations. Some numerical examples of tensor approximations are carried out to reveal the performances of the proposed algorithm compared to the classical Riemannian trust-region algorithm.

Keywords: Riemannian trust-region methods; Optimization on manifolds; Global convergence; Worst-case complexity; Tensor approximations (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10898-024-01378-0

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