Spectral residual method for nonlinear equations on Riemannian manifolds

DOI10.1007/S40314-021-01630-3zbMATH Open1476.65101arXiv2011.13510OpenAlexW3198890375WikidataQ115373496 ScholiaQ115373496MaRDI QIDQ2052260FDOQ2052260

Hugo J. Lara, Harry Oviedo

Publication date: 25 November 2021

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: In this paper, the spectral algorithm for nonlinear equations (SANE) is adapted to the problem of finding a zero of a given tangent vector field on a Riemannian manifold. The generalized version of SANE uses, in a systematic way, the tangent vector field as a search direction and a continuous real-valued function that adapts this direction and ensures that it verifies a descent condition for an associated merit function. In order to speed up the convergence of the proposed method, we incorporate a Riemannian adaptive spectral parameter in combination with a non-monotone globalization technique. The global convergence of the proposed procedure is established under some standard assumptions. Numerical results indicate that our algorithm is very effective and efficient solving tangent vector field on different Riemannian manifolds and competes favorably with a Polak-Ribi'ere-Polyak Method recently published and other methods existing in the literature.

Full work available at URL: https://arxiv.org/abs/2011.13510

zbMATH Keywords

Riemannian manifoldnonlinear system of equationsnon-monotone line searchspectral residual methodtangent vector field

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Derivative-free methods and methods using generalized derivatives (90C56)

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Cited In (4)

• A generalized geometric spectral conjugate gradient algorithm for finding zero of a monotone tangent vector field on a constant curvature Hadamard manifold
• Spectral residual method without gradient information for solving large-scale nonlinear systems of equations
• On the global convergence of a new spectral residual algorithm for nonlinear systems of equations
• Optimization schemes on manifolds for structured matrices with fixed eigenvalues

Uses Software

• SparseMatrix
• Manopt

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