期刊
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
卷 188, 期 2, 页码 547-570出版社
SPRINGER/PLENUM PUBLISHERS
DOI: 10.1007/s10957-020-01796-6
关键词
Unconstrained optimization; Nonmonotone technique; Trust region method; Convergence rate; Riemannian manifolds
资金
- Young Scientists Fund of the National Natural Science Foundation of China [11901485]
- Natural Sciences and Engineering Research Council of Canada
- UBC-SERB PhD fellowship
The paper introduces a nonmonotone trust region method for unconstrained optimization problems on Riemannian manifolds, showing global convergence to first-order stationary points and establishing local R-linear, super-linear, and quadratic convergence rates. Preliminary experiments suggest the algorithm's efficiency.
We propose a nonmonotone trust region method for unconstrained optimization problems on Riemannian manifolds. Global convergence to the first-order stationary points is proved under some reasonable conditions. We also establish local R-linear, super-linear and quadratic convergence rates. Preliminary experiments show that the algorithm is efficient.
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