Name
Abstract | ||
|---|---|---|
This paper presents line search algorithms for finding extrema of locally Lipschitz functions defined on Riemannian manifolds. To this end we generalize the so-called Wolfe conditions for nonsmooth functions on Riemannian manifolds. Using epsilon-subgradient-oriented descent directions and the Wolfe conditions, we propose a nonsmooth Riemannian line search algorithm and establish the convergence of our algorithm to a stationary point. Moreover, we extend the classical BFGS algorithm to nonsmooth functions on Riemannian manifolds. Numerical experiments illustrate the effectiveness and efficiency of the proposed algorithm. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1137/16M1108145 | SIAM JOURNAL ON OPTIMIZATION |
Keywords | Field | DocType |
Riemannian manifolds,Lipschitz functions,descent directions,Clarke subdifferential | Convergence (routing),Algorithm,Maxima and minima,Line search,Stationary point,Lipschitz continuity,Broyden–Fletcher–Goldfarb–Shanno algorithm,Mathematics,Wolfe conditions,Manifold | Journal |
Volume | Issue | ISSN |
28 | 1 | 1052-6234 |
Citations | PageRank | References |
3 | 0.39 | 2 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| S. Hosseini | 1 | 28 | 2.45 |
| Wen Huang | 2 | 77 | 8.07 |
| R. Yousefpour | 3 | 3 | 0.39 |