Iteration-Complexity of Gradient, Subgradient and Proximal Point Methods on Riemannian Manifolds

被引:55
作者
Bento, Glaydston C. [1 ]
Ferreira, Orizon P. [1 ]
Melo, Jefferson G. [1 ]
机构
[1] Univ Fed Goias, IME, BR-74001970 Goiania, Go, Brazil
关键词
Complexity; Gradient method; Subgradient method; Proximal point method; Riemannian manifold; CONVEX FEASIBILITY; ALGORITHM; CONVERGENCE;
D O I
10.1007/s10957-017-1093-4
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper considers optimization problems on Riemannian manifolds and analyzes the iteration-complexity for gradient and subgradient methods on manifolds with nonnegative curvatures. By using tools from Riemannian convex analysis and directly exploring the tangent space of the manifold, we obtain different iteration-complexity bounds for the aforementioned methods, thereby complementing and improving related results. Moreover, we also establish an iteration-complexity bound for the proximal point method on Hadamard manifolds.
引用
收藏
页码:548 / 562
页数:15
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