4.5 Article

Iteration-Complexity of Gradient, Subgradient and Proximal Point Methods on Riemannian Manifolds

Journal

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Volume 173, Issue 2, Pages 548-562

Publisher

SPRINGER/PLENUM PUBLISHERS
DOI: 10.1007/s10957-017-1093-4

Keywords

Complexity; Gradient method; Subgradient method; Proximal point method; Riemannian manifold

Funding

  1. CNPq [458479/2014-4, 312077/2014-9, 305158/2014-7, 444134/2014-0, 406975/2016-7]

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This paper considers optimization problems on Riemannian manifolds and analyzes the iteration-complexity for gradient and subgradient methods on manifolds with nonnegative curvatures. By using tools from Riemannian convex analysis and directly exploring the tangent space of the manifold, we obtain different iteration-complexity bounds for the aforementioned methods, thereby complementing and improving related results. Moreover, we also establish an iteration-complexity bound for the proximal point method on Hadamard manifolds.

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