A gradient sampling method on algebraic varieties and application to nonsmooth low-rank optimization

DOI10.1137/17M1153571MaRDI QIDQ5242934zbMATH OpenOpenAlexWikidataFDO

Authors André Uschmajew, S. Hosseini

Publication date 8 November 2019

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/17m1153571

zbMATH Keywords

algebraic varietiesClarke subdifferentialdescent directionLipschitz functionRiemannian manifoldsrobust low-rank matrix recovery

Mathematics Subject Classification ID

Real algebraic sets (14P05) Basic linear algebra (15A99) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Numerical mathematical programming methods (65K05)

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Cites work

• -subgradient algorithms for locally Lipschitz functions on Riemannian manifolds
• A geometric proof of the existence of Whitney stratifications
• A Riemannian gradient sampling algorithm for nonsmooth optimization on manifolds
• A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
• Convergence results for projected line-search methods on varieties of low-rank matrices via Łojasiewicz inequality
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• Introduction to nonsmooth optimization. Theory, practice and software
• Iterative methods for low rank approximation of graph similarity matrices
• Limits of tangent spaces to real surfaces
• Line search algorithms for locally Lipschitz functions on Riemannian manifolds
• Low-rank matrix completion by Riemannian optimization
• Low-rank tensor completion by Riemannian optimization
• Manopt, a Matlab toolbox for optimization on manifolds
• Nonsmooth trust region algorithms for locally Lipschitz functions on Riemannian manifolds
• Optimization of lipschitz continuous functions
• Robust low-rank matrix completion by Riemannian optimization
• Tangents to an analytic variety

Cited in

(8)

• Riemannian conjugate gradient methods with inverse retraction
• On the continuity of the tangent cone to the determinantal variety
• Convergence results for projected line-search methods on varieties of low-rank matrices via Łojasiewicz inequality
• Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy
• An Apocalypse-Free First-Order Low-Rank Optimization Algorithm with at Most One Rank Reduction Attempt per Iteration
• Low-rank optimization on Tucker tensor varieties
• The tangent cone to the real determinantal variety: various expressions and a proof
• A restricted memory quasi-Newton bundle method for nonsmooth optimization on Riemannian manifolds

Describes a project that uses

Uses Software

• GradSamp
• Manopt

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