A Cubic Regularized Newton's Method over Riemannian Manifolds

arXiv1805.05565MaRDI QIDQ6301574FDOQ6301574

Authors: Junyu Zhang, Shuzhong Zhang 

Publication date: 15 May 2018

Abstract: In this paper we present a cubic regularized Newton's method to minimize a smooth function over a Riemannian manifold. The proposed algorithm is shown to reach a second-order $epsilon$-stationary point within $mathcalO(1/epsilo{n}^{frac32})$ iterations, under the condition that the pullbacks are locally Lipschitz continuous, a condition that is shown to be satisfied if the manifold is compact. Furthermore, we present a local superlinear convergence result under some additional conditions.

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