<p>This paper presents strong worst-case iteration and operation complexity guarantees for Riemannian adaptive regularized Newton methods, a unified framework encompassing both Riemannian adaptive regularization (RAR) methods and Riemannian trust region (RTR) methods. We comprehensively characterize the sources of approximation in second-order manifold optimization methods: the objective function’s smoothness, retraction’s smoothness, and subproblem solver’s inexactness. Specifically, for a function with a <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10589_2025_692_Article_IEq1.gif" Format="GIF" Height="12" Rendition="HTML" Resolution="72" Type="Linedraw" Width="15" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mu \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>μ</mi> </math></EquationSource> </InlineEquation>-Hölder continuous Hessian, when equipped with a retraction featuring a <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10589_2025_692_Article_IEq2.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="12" /> </InlineMediaObject> <EquationSource Format="TEX">\(\nu \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ν</mi> </math></EquationSource> </InlineEquation>-Hölder continuous differential and a <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10589_2025_692_Article_IEq3.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="13" /> </InlineMediaObject> <EquationSource Format="TEX">\(\theta \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>θ</mi> </math></EquationSource> </InlineEquation>-inexact subproblem solver, both RTR and RAR with <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10589_2025_692_Article_IEq4.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="37" /> </InlineMediaObject> <EquationSource Format="TEX">\(2\!+\!\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mn>2</mn> <mspace width="-0.166667em" /> <mo>+</mo> <mspace width="-0.166667em" /> <mi>α</mi> </mrow> </math></EquationSource> </InlineEquation> regularization (where <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10589_2025_692_Article_IEq5.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="123" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha =\min \{\mu ,\nu ,\theta \}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>=</mo> <mo movablelimits="true">min</mo> <mo stretchy="false">{</mo> <mi>μ</mi> <mo>,</mo> <mi>ν</mi> <mo>,</mo> <mi>θ</mi> <mo stretchy="false">}</mo> </mrow> </math></EquationSource> </InlineEquation>) locate an <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10589_2025_692_Article_IEq6.gif" Format="GIF" Height="21" Rendition="HTML" Resolution="72" Type="Linedraw" Width="81" /> </InlineMediaObject> <EquationSource Format="TEX">\((\epsilon ,\epsilon ^{\alpha /(1+\alpha )})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>ϵ</mi> <mo>,</mo> <msup> <mi>ϵ</mi> <mrow> <mi>α</mi> <mo stretchy="false">/</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mi>α</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>-approximate second-order stationary point within at most <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10589_2025_692_Article_IEq7.gif" Format="GIF" Height="21" Rendition="HTML" Resolution="72" Type="Linedraw" Width="113" /> </InlineMediaObject> <EquationSource Format="TEX">\(O(\epsilon ^{-(2+\alpha )/(1+\alpha )})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>O</mi> <mo stretchy="false">(</mo> <msup> <mi>ϵ</mi> <mrow> <mo>-</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mo>+</mo> <mi>α</mi> <mo stretchy="false">)</mo> <mo stretchy="false">/</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mi>α</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> iterations and at most <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10589_2025_692_Article_IEq8.gif" Format="GIF" Height="23" Rendition="HTML" Resolution="72" Type="Linedraw" Width="134" /> </InlineMediaObject> <EquationSource Format="TEX">\({\widetilde{O}}(\epsilon ^{- (4+3\alpha ) /(2(1+\alpha ))})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mover accent="true"> <mi>O</mi> <mo stretchy="true">~</mo> </mover> <mrow> <mo stretchy="false">(</mo> <msup> <mi>ϵ</mi> <mrow> <mo>-</mo> <mo stretchy="false">(</mo> <mn>4</mn> <mo>+</mo> <mn>3</mn> <mi>α</mi> <mo stretchy="false">)</mo> <mo stretchy="false">/</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mi>α</mi> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> Hessian-vector products with high probability. These complexity results are novel and sharp, and reduce to an iteration complexity of <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10589_2025_692_Article_IEq9.gif" Format="GIF" Height="21" Rendition="HTML" Resolution="72" Type="Linedraw" Width="61" /> </InlineMediaObject> <EquationSource Format="TEX">\(O(\epsilon ^{-3 /2})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>O</mi> <mo stretchy="false">(</mo> <msup> <mi>ϵ</mi> <mrow> <mo>-</mo> <mn>3</mn> <mo stretchy="false">/</mo> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> and an operation complexity of <InlineEquation ID="IEq10"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10589_2025_692_Article_IEq10.gif" Format="GIF" Height="23" Rendition="HTML" Resolution="72" Type="Linedraw" Width="61" /> </InlineMediaObject> <EquationSource Format="TEX">\({\widetilde{O}}(\epsilon ^{-7 /4})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mover accent="true"> <mi>O</mi> <mo stretchy="true">~</mo> </mover> <mrow> <mo stretchy="false">(</mo> <msup> <mi>ϵ</mi> <mrow> <mo>-</mo> <mn>7</mn> <mo stretchy="false">/</mo> <mn>4</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> when <InlineEquation ID="IEq11"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10589_2025_692_Article_IEq11.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="42" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha =1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>=</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation>.</p>

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Riemannian Adaptive Regularized Newton Methods with Hölder Continuous Hessians

  • Chenyu Zhang,
  • Rujun Jiang

摘要

This paper presents strong worst-case iteration and operation complexity guarantees for Riemannian adaptive regularized Newton methods, a unified framework encompassing both Riemannian adaptive regularization (RAR) methods and Riemannian trust region (RTR) methods. We comprehensively characterize the sources of approximation in second-order manifold optimization methods: the objective function’s smoothness, retraction’s smoothness, and subproblem solver’s inexactness. Specifically, for a function with a \(\mu \) μ -Hölder continuous Hessian, when equipped with a retraction featuring a \(\nu \) ν -Hölder continuous differential and a \(\theta \) θ -inexact subproblem solver, both RTR and RAR with \(2\!+\!\alpha \) 2 + α regularization (where \(\alpha =\min \{\mu ,\nu ,\theta \}\) α = min { μ , ν , θ } ) locate an \((\epsilon ,\epsilon ^{\alpha /(1+\alpha )})\) ( ϵ , ϵ α / ( 1 + α ) ) -approximate second-order stationary point within at most \(O(\epsilon ^{-(2+\alpha )/(1+\alpha )})\) O ( ϵ - ( 2 + α ) / ( 1 + α ) ) iterations and at most \({\widetilde{O}}(\epsilon ^{- (4+3\alpha ) /(2(1+\alpha ))})\) O ~ ( ϵ - ( 4 + 3 α ) / ( 2 ( 1 + α ) ) ) Hessian-vector products with high probability. These complexity results are novel and sharp, and reduce to an iteration complexity of \(O(\epsilon ^{-3 /2})\) O ( ϵ - 3 / 2 ) and an operation complexity of \({\widetilde{O}}(\epsilon ^{-7 /4})\) O ~ ( ϵ - 7 / 4 ) when \(\alpha =1\) α = 1 .