论黎曼近似梯度法的线性收敛速率

IF 1.3 4区 数学 Q2 MATHEMATICS, APPLIED
Woocheol Choi, Changbum Chun, Yoon Mo Jung, Sangwoon Yun
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引用次数: 0

摘要

黎曼流形上的复合优化问题出现在稀疏主成分分析和字典学习等应用中。最近,Huang 和 Wei 利用回缩映射提出了黎曼近似梯度法(Huang 和 Wei,发表于 MP 194:371-413, 2022)和非精确黎曼近似梯度法(Wen 和 Ke,发表于 COA 85:1-32, 2023)来解决这些难题。他们建立了在回缩凸性和回缩几何条件下的黎曼近似梯度法的亚线性收敛率,以及在黎曼库尔迪卡-洛雅谢维茨性质下的非精确黎曼近似梯度法的局部线性收敛率。在本文中,我们证明了黎曼近似梯度法的线性收敛率,以及 Chen 等人 (SIAM J Opt 30:210-239, 2020) 提出的近似梯度法在强回缩凸性下的线性收敛率。此外,我们还提供了一个违反回缩几何条件的反例,这对建立黎曼近似梯度法的亚线性收敛率至关重要。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

On the linear convergence rate of Riemannian proximal gradient method

On the linear convergence rate of Riemannian proximal gradient method

Composite optimization problems on Riemannian manifolds arise in applications such as sparse principal component analysis and dictionary learning. Recently, Huang and Wei introduced a Riemannian proximal gradient method (Huang and Wei in MP 194:371–413, 2022) and an inexact Riemannian proximal gradient method (Wen and Ke in COA 85:1–32, 2023), utilizing the retraction mapping to address these challenges. They established the sublinear convergence rate of the Riemannian proximal gradient method under the retraction convexity and a geometric condition on retractions, as well as the local linear convergence rate of the inexact Riemannian proximal gradient method under the Riemannian Kurdyka-Lojasiewicz property. In this paper, we demonstrate the linear convergence rate of the Riemannian proximal gradient method and the linear convergence rate of the proximal gradient method proposed in Chen et al. (SIAM J Opt 30:210–239, 2020) under strong retraction convexity. Additionally, we provide a counterexample that violates the geometric condition on retractions, which is crucial for establishing the sublinear convergence rate of the Riemannian proximal gradient method.

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来源期刊
Optimization Letters
Optimization Letters 管理科学-应用数学
CiteScore
3.40
自引率
6.20%
发文量
116
审稿时长
9 months
期刊介绍: Optimization Letters is an international journal covering all aspects of optimization, including theory, algorithms, computational studies, and applications, and providing an outlet for rapid publication of short communications in the field. Originality, significance, quality and clarity are the essential criteria for choosing the material to be published. Optimization Letters has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time one of the most striking trends in optimization is the constantly increasing interdisciplinary nature of the field. Optimization Letters aims to communicate in a timely fashion all recent developments in optimization with concise short articles (limited to a total of ten journal pages). Such concise articles will be easily accessible by readers working in any aspects of optimization and wish to be informed of recent developments.
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