A Gradient Sampling Method on Algebraic Varieties and Application to Nonsmooth Low-Rank Optimization

DOI10.1137/17M1153571zbMath1428.49015OpenAlexW2984532938WikidataQ126863591 ScholiaQ126863591MaRDI QIDQ5242934

André Uschmajew, Seyedehsomayeh 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

Riemannian manifoldsClarke subdifferentialalgebraic varietiesLipschitz functiondescent directionrobust low-rank matrix recovery

Mathematics Subject Classification ID

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

Related Items

On the continuity of the tangent cone to the determinantal variety ⋮ Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy ⋮ Riemannian conjugate gradient methods with inverse retraction

Uses Software

• GradSamp
• Manopt

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• \(\varepsilon\)-subgradient algorithms for locally Lipschitz functions on Riemannian manifolds
• Low-rank tensor completion by Riemannian optimization
• Iterative methods for low rank approximation of graph similarity matrices
• Tangents to an analytic variety
• Robust Low-Rank Matrix Completion by Riemannian Optimization
• Low-Rank Matrix Completion by Riemannian Optimization
• Introduction to Nonsmooth Optimization
• Manopt, a Matlab toolbox for optimization on manifolds
• Convergence Results for Projected Line-Search Methods on Varieties of Low-Rank Matrices Via Łojasiewicz Inequality
• A Riemannian Gradient Sampling Algorithm for Nonsmooth Optimization on Manifolds
• A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations
• Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
• Optimization of lipschitz continuous functions
• Line Search Algorithms for Locally Lipschitz Functions on Riemannian Manifolds
• Limits of tangent spaces to real surfaces
• Nonsmooth trust region algorithms for locally Lipschitz functions on Riemannian manifolds
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization