Global convergence of Riemannian line search methods with a Zhang-Hager-type condition

被引:0
作者
Harry Oviedo
机构
[1] Fundação Getulio Vargas (FGV/EMAp),Escola de Matemática Aplicada
来源
Numerical Algorithms | 2022年 / 91卷
关键词
Descent method; Non-monotone line search; Inexact line search; Global convergence; Riemannian manifolds; 65K05; 90C30; 90C56; 53C21;
D O I
暂无
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学科分类号
摘要
In this paper, we analyze the global convergence of a general non-monotone line search method on Riemannian manifolds. For this end, we introduce some properties for the tangent search directions that guarantee the convergence, to a stationary point, of this family of optimization methods under appropriate assumptions. A modified version of the non-monotone line search of Zhang and Hager is the chosen globalization strategy to determine the step-size at each iteration. In addition, we develop a new globally convergent Riemannian conjugate gradient method that satisfies the direction assumptions introduced in this work. Finally, some numerical experiments are performed in order to demonstrate the effectiveness of the new procedure.
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页码:1183 / 1203
页数:20
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