<p>This paper studies the robust isolated calmness property of the KKT solution mapping of a class of nonsmooth optimization problems on Riemannian manifolds. The manifold versions of the Robinson constraint qualification, the strict Robinson constraint qualification, and the second order conditions are defined and discussed. We show that the robust isolated calmness of the KKT solution mapping is equivalent to satisfying the M-SRCQ and M-SOSC conditions. Furthermore, under the above two conditions, we show that the Riemannian augmented Lagrangian method achieves a local linear convergence rate. Finally, we verify the proposed conditions and demonstrate the convergence rate on two minimization problems over the sphere and the manifold of fixed rank matrices.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

On the robust isolated calmness of a class of nonsmooth optimizations on Riemannian manifolds and its applications

  • Chenglong Bao,
  • Chao Ding,
  • Yuexin Zhou

摘要

This paper studies the robust isolated calmness property of the KKT solution mapping of a class of nonsmooth optimization problems on Riemannian manifolds. The manifold versions of the Robinson constraint qualification, the strict Robinson constraint qualification, and the second order conditions are defined and discussed. We show that the robust isolated calmness of the KKT solution mapping is equivalent to satisfying the M-SRCQ and M-SOSC conditions. Furthermore, under the above two conditions, we show that the Riemannian augmented Lagrangian method achieves a local linear convergence rate. Finally, we verify the proposed conditions and demonstrate the convergence rate on two minimization problems over the sphere and the manifold of fixed rank matrices.