Dissolving Constraints for Riemannian Optimization

DOI10.1287/MOOR.2023.1360MaRDI QIDQ6149398zbMATH OpenFDO

Authors Nachuan Xiao, Xin Liu, Kim-Chuan Toh

Publication date 5 March 2024

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2203.10319

zbMATH Keywords

constraint dissolvingpenalty functionRiemannian optimizationunconstrained optimization approaches

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Abstract: In this paper, we consider optimization problems over closed embedded submanifolds of $mathbb{R}^n$, which are defined by the constraints $c(x)=0$. We propose a class of constraint dissolving approaches for these Riemannian optimization problems. In these proposed approaches, solving a Riemannian optimization problem is transferred into the unconstrained minimization of a constraint dissolving function named CDF. Different from existing exact penalty functions, the exact gradient and Hessian of CDF are easy to compute. We study the theoretical properties of CDF and prove that the original problem and CDF have the same first-order and second-order stationary points, local minimizers, and {L}ojasiewicz exponents in a neighborhood of the feasible region. Remarkably, the convergence properties of our proposed constraint dissolving approaches can be directly inherited from the existing rich results in unconstrained optimization. Therefore, the proposed constraint dissolving approaches build up short cuts from unconstrained optimization to Riemannian optimization. Several illustrative examples further demonstrate the potential of our proposed constraint dissolving approaches.

Recommendations

• Simple algorithms for optimization on Riemannian manifolds with constraints
• Accelerated optimization on Riemannian manifolds via discrete constrained variational integrators
• Sequential quadratic optimization for nonlinear optimization problems on Riemannian manifolds
• Riemannian Interior Point Methods for Constrained Optimization on Manifolds
• scientific article; zbMATH DE number 7313229

Cited in

(4)

• A feasible method for general convex low-rank SDP problems
• Optimization over convex polyhedra via Hadamard parametrizations
• CDOpt: a Python package for a class of Riemannian optimization
• Capacity planning to cope with demand surges in fourth-party logistics networks under chance-constrained service levels

This page was built for publication: Dissolving Constraints for Riemannian Optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6149398)