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A Riemannian Derivative-Free Polak-Ribiere-Polyak Method for Tangent Vector Field

Published 15 Jan 2019 in math.NA and cs.NA | (1901.04700v1)

Abstract: This paper is concerned with the problem of finding a zero of a tangent vector field on a Riemannian manifold. We first reformulate the problem as an equivalent Riemannian optimization problem. Then we propose a Riemannian derivative-free Polak-Ribi\'ere-Polyak method for solving the Riemannian optimization problem, where a non-monotone line search is employed. The global convergence of the proposed method is established under some mild assumptions. To further improve the efficiency, we also provide a hybrid method, which combines the proposed geometric method with the Riemannian Newton method. Finally, some numerical experiments are reported to illustrate the efficiency of the proposed method.

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