A manifold inexact augmented Lagrangian method for nonsmooth problems with orthogonality constraints
发布时间:2020年11月27日
浏览次数:5759
发布者: Kangkang Deng
主讲人: 邓康康
活动时间: 从 2020-11-27 14:00 到 15:00
场地: 北京国际数学研究中心,全斋全29教室
We consider a nonsmooth optimization problem on Riemannian manifold, whose objective function is the sum of a differentiable component and a nonsmooth convex function. We first reformulate this problem to a separable form, and the propose a manifold inexact augmented Lagrangian method for the separable problem. Theoretically, the convergence to critical point of the proposed method is established under some mild assumptions.