A Riemannian Dimension-reduced Second Order Method with Application in Sensor Network Localization

arXiv2304.10092MaRDI QIDQ6433705FDOQ6433705

Authors: Tianyun Tang, Kim-Chuan Toh, Nachuan Xiao, Yinyu Ye 

Publication date: 20 April 2023

Abstract: In this paper, we propose a cubic-regularized Riemannian optimization method (RDRSOM), which partially exploits the second order information and achieves the iteration complexity of $mathcalO(1/epsilo{n}^{3/2})$. In order to reduce the per-iteration computational cost, we further propose a practical version of (RDRSOM), which is an extension of the well known Barzilai-Borwein method and achieves the iteration complexity of $mathcalO(1/epsilo{n}^{3/2})$. We apply our method to solve a nonlinear formulation of the wireless sensor network localization problem whose feasible set is a Riemannian manifold that has not been considered in the literature before. Numerical experiments are conducted to verify the high efficiency of our algorithm compared to state-of-the-art Riemannian optimization methods and other nonlinear solvers.

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