Riemannian proximal gradient methods
From MaRDI portal
Publication:2149554
Abstract: In the Euclidean setting, the proximal gradient method and its accelerated variants are a class of efficient algorithms for optimization problems with decomposable objective. In this paper, we develop a Riemannian proximal gradient method (RPG) and its accelerated variant (ARPG) for similar problems but constrained on a manifold. The global convergence of RPG has been established under mild assumptions, and the O(1/k) is also derived for RPG based on the notion of retraction convexity. If assuming the objective function obeys the Rimannian Kurdyka-Lojasiewicz (KL) property, it is further shown that the sequence generated by RPG converges to a single stationary point. As in the Euclidean setting, local convergence rate can be established if the objective function satisfies the Riemannian KL property with an exponent. Moreover, we have shown that the restriction of a semialgebraic function onto the Stiefel manifold satisfies the Riemannian KL property, which covers for example the well-known sparse PCA problem. Numerical experiments on random and synthetic data are conducted to test the performance of the proposed RPG and ARPG.
Recommendations
- An inexact Riemannian proximal gradient method
- A new approach to the proximal point method: convergence on general Riemannian manifolds
- Proximal gradient method for nonsmooth optimization over the Stiefel manifold
- Proximal Point Algorithm On Riemannian Manifolds
- Subgradient algorithm on Riemannian manifolds
Cites work
- scientific article; zbMATH DE number 3850830 (Why is no real title available?)
- scientific article; zbMATH DE number 3960432 (Why is no real title available?)
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 52737 (Why is no real title available?)
- scientific article; zbMATH DE number 1201576 (Why is no real title available?)
- scientific article; zbMATH DE number 5223994 (Why is no real title available?)
- A Broyden class of quasi-Newton methods for Riemannian optimization
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A Riemannian gradient sampling algorithm for nonsmooth optimization on manifolds
- A splitting method for orthogonality constrained problems
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
- An Augmented Lagrangian Method for $\ell_{1}$-Regularized Optimization Problems with Orthogonality Constraints
- An Extrinsic Look at the Riemannian Hessian
- Clarke Subgradients of Stratifiable Functions
- Computing Riemannian center of mass on Hadamard manifolds
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- First-order methods in optimization
- Functional and shape data analysis
- Generalized gradients and characterization of epi-Lipschitz sets in Riemannian manifolds
- Global rates of convergence for nonconvex optimization on manifolds
- Introduction to Riemannian Manifolds
- Iteration-complexity of gradient, subgradient and proximal point methods on Riemannian manifolds
- Line search algorithms for locally Lipschitz functions on Riemannian manifolds
- Nonsmooth trust region algorithms for locally Lipschitz functions on Riemannian manifolds
- Pointwise convergence of gradient‐like systems
- Proof of the gradient conjecture of R. Thom.
- Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality
- Proximal Point Algorithm On Riemannian Manifolds
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- Proximal gradient method for nonsmooth optimization over the Stiefel manifold
- Self-contracted curves in Riemannian manifolds
- Simple algorithms for optimization on Riemannian manifolds with constraints
- The Łojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems
- Weakly correlated sparse components with nearly orthonormal loadings
- \(\varepsilon\)-subgradient algorithms for locally Lipschitz functions on Riemannian manifolds
Cited in
(26)- Proximal linear maps
- Zeroth-order Riemannian averaging stochastic approximation algorithms
- An adaptive regularized proximal Newton-type methods for composite optimization over the Stiefel manifold
- Riemannian thresholding methods for row-sparse and low-rank matrix recovery
- A communication-efficient and privacy-aware distributed algorithm for sparse PCA
- Stochastic Gradient Descent on Riemannian Manifolds
- An inexact Riemannian proximal gradient method
- A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds
- Smoothing algorithms for nonsmooth optimization over the Stiefel manifold with applications to the graph Fourier basis problem
- A Riemannian Proximal Newton Method
- An image inpainting algorithm using exemplar matching and low-rank sparse prior
- Weakly convex optimization over Stiefel manifold using Riemannian subgradient-type methods
- A new Bayesian approach to global optimization on parametrized surfaces in \(\mathbb{R}^3\)
- Proximal point method for quasiconvex functions in Riemannian manifolds
- Proximal gradient method for nonconvex and nonsmooth optimization on Hadamard manifolds
- Proximal quasi-Newton method for composite optimization over the Stiefel manifold
- Nonsmooth optimization over the Stiefel manifold and beyond: proximal gradient method and recent variants
- Practical gradient and conjugate gradient methods on flag manifolds
- Riemannian Stochastic Variance Reduced Gradient Algorithm with Retraction and Vector Transport
- Proximal gradient method for nonsmooth optimization over the Stiefel manifold
- Proximal Point Algorithm On Riemannian Manifolds
- A variational formulation of accelerated optimization on Riemannian manifolds
- A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold
- Riemannian gradient algorithm for the numerical solution of Stein equations
- Riemannian Natural Gradient Methods
- Proximal gradient algorithm with trust region scheme on Riemannian manifold
This page was built for publication: Riemannian proximal gradient methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2149554)
