English

Convergence of inexact descent methods for nonconvex optimization on Riemannian manifolds

Numerical Analysis 2011-03-25 v1

Abstract

In this paper we present an abstract convergence analysis of inexact descent methods in Riemannian context for functions satisfying Kurdyka-Lojasiewicz inequality. In particular, without any restrictive assumption about the sign of the sectional curvature of the manifold, we obtain full convergence of a bounded sequence generated by the proximal point method, in the case that the objective function is nonsmooth and nonconvex, and the subproblems are determined by a quasi distance which does not necessarily coincide with the Riemannian distance. Moreover, if the objective function is C1C^1 with LL-Lipschitz gradient, not necessarily convex, but satisfying Kurdyka-Lojasiewicz inequality, full convergence of a bounded sequence generated by the steepest descent method is obtained.

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Cite

@article{arxiv.1103.4828,
  title  = {Convergence of inexact descent methods for nonconvex optimization on Riemannian manifolds},
  author = {G. C. Bento and J. X. da Cruz Neto and P. R. Oliveira},
  journal= {arXiv preprint arXiv:1103.4828},
  year   = {2011}
}

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28 pages