A Riemannian subspace limited-memory SR1 trust region method

作者：Wei, Hejie^*; Yang, Wei Hong

来源：Optimization Letters, 2016, 10(8): 1705-1723.

DOI：10.1007/s11590-015-0977-1

• Subspace method
• Riemannian optimization
• LRTR-SR1 method
• Vector transport

In this paper, we present a new trust region algorithm on any compact Riemannian manifolds using subspace techniques. The global convergence of the method is proved and local -step superlinear convergence of the algorithm is presented, where d is the dimension of the Riemannian manifold. Our numerical results show that the proposed subspace algorithm is competitive to some recent developed methods, such as the LRTR-SR1 method, the LRTR-BFGS method, the Riemannian CG method.

• 出版日期2016-12
• 单位复旦大学