Iteration-complexity of gradient, subgradient and proximal point methods on Riemannian manifolds

GC Bento, OP Ferreira, JG Melo - Journal of Optimization Theory and …, 2017 - Springer
Journal of Optimization Theory and Applications, 2017Springer
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 …
Abstract
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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