A manifold inexact augmented Lagrangian method for nonsmooth problems with orthogonality constraints
Time: 2020-11-27
Published By: Kangkang Deng
Speaker(s): Kangkang Deng
Time: 14:00-15:00 November 27, 2020
Venue: Room 29, Quan Zhai, BICMR
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.