Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
134 tokens/sec
GPT-4o
9 tokens/sec
Gemini 2.5 Pro Pro
47 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

A Riemannian Proximal Newton-CG Method (2405.08365v2)

Published 14 May 2024 in math.OC

Abstract: Recently, a Riemannian proximal Newton method has been developed for optimizing problems in the form of $\min_{x\in\mathcal{M}} f(x) + \mu |x|_1$, where $\mathcal{M}$ is a compact embedded submanifold and $f(x)$ is smooth. Although this method converges superlinearly locally, global convergence is not guaranteed. The existing remedy relies on a hybrid approach: running a Riemannian proximal gradient method until the iterate is sufficiently accurate and switching to the Riemannian proximal Newton method. This existing approach is sensitive to the switching parameter. This paper proposes a Riemannian proximal Newton-CG method that merges the truncated conjugate gradient method with the Riemannian proximal Newton method. The global convergence and local superlinear convergence are proven. Numerical experiments show that the proposed method outperforms other state-of-the-art methods.

Summary

We haven't generated a summary for this paper yet.