Modified Memoryless Spectral-Scaling Broyden Family on Riemannian Manifolds

Hiroyuki Sakai () and Hideaki Iiduka ()
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Hiroyuki Sakai: Meiji University
Hideaki Iiduka: Meiji University

Journal of Optimization Theory and Applications, 2024, vol. 202, issue 2, No 12, 834-853

Abstract: Abstract This paper presents modified memoryless quasi-Newton methods based on the spectral-scaling Broyden family on Riemannian manifolds. The method involves adding one parameter to the search direction of the memoryless self-scaling Broyden family on the manifold. Moreover, it uses a general map instead of vector transport. This idea has already been proposed within a general framework of Riemannian conjugate gradient methods where one can use vector transport, scaled vector transport, or an inverse retraction. We show that the search direction satisfies the sufficient descent condition under some assumptions on the parameters. In addition, we show global convergence of the proposed method under the Wolfe conditions. We numerically compare it with existing methods, including Riemannian conjugate gradient methods and the memoryless spectral-scaling Broyden family. The numerical results indicate that the proposed method with the BFGS formula is suitable for solving an off-diagonal cost function minimization problem on an oblique manifold.

Keywords: Riemannian optimization; Memoryless quasi-Newton method; Riemannian geometry; Sufficient descent condition; 65K05; 90C26; 57R35 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10957-024-02449-8

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