Riemannian Proximal Gradient Methods and Invariants
Time: 2023-07-07
Published By: Xiaoni Tan
Speaker(s): Huang Wen (Xiamen University)
Time: 10:00-11:00 July 10, 2023
Venue: Room 78201, Jingchunyuan 78, BICMR
In recent years, the proximal gradient method and its invariants have been generalized to Riemannian manifolds for solving optimization problems in the form of $f + g$, where $f$ is continuously differentiable and $g$ may be nonsmooth. In this talk, we discuss Riemannian proximal gradient methods and invariants, including Riemannian proximal gradient methods, inexact Riemannian proximal gradient methods, and a Riemannian proximal Newton method. Their global convergence results and local convergence rates are given. Numerical experiments are used to demonstrate the performance of these methods.