<p>In this paper, the non-monotone line-search methods are presented and analyzed for minimizing an objective function on a smooth manifold. Particularly, we study the number of iterations necessary for this class of schemes to obtain <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\epsilon\)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ϵ</mi> </math></EquationSource> </InlineEquation>-approximated stationary points. We prove that under a regularity Lipschitz-type condition on the pullbacks of the cost function to the tangent spaces of the manifold and other mild assumptions, the Riemannian non-monotone line-search methods generate points with Riemannian gradient norm smaller than <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\epsilon\)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ϵ</mi> </math></EquationSource> </InlineEquation> in <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\mathcal {O}(\epsilon ^{-2})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mo stretchy="false">(</mo> <msup> <mi>ϵ</mi> <mrow> <mo>-</mo> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> iterations. Our worst-case complexity includes a wide variety of known non-monotone strategies existing in the literature. Additionally, we establish the global convergence for this family of methods. The bounds obtained in our analysis agree with the bounds known for line-search methods in the field of unconstrained nonlinear optimization and hence generalize previous work.</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

A worst-case complexity analysis for riemannian non-monotone line-search methods

  • Harry Oviedo

摘要

In this paper, the non-monotone line-search methods are presented and analyzed for minimizing an objective function on a smooth manifold. Particularly, we study the number of iterations necessary for this class of schemes to obtain \(\epsilon\) ϵ -approximated stationary points. We prove that under a regularity Lipschitz-type condition on the pullbacks of the cost function to the tangent spaces of the manifold and other mild assumptions, the Riemannian non-monotone line-search methods generate points with Riemannian gradient norm smaller than \(\epsilon\) ϵ in \(\mathcal {O}(\epsilon ^{-2})\) O ( ϵ - 2 ) iterations. Our worst-case complexity includes a wide variety of known non-monotone strategies existing in the literature. Additionally, we establish the global convergence for this family of methods. The bounds obtained in our analysis agree with the bounds known for line-search methods in the field of unconstrained nonlinear optimization and hence generalize previous work.