Proposes a Riemannian quasi-Newton bundle method with subgradient aggregation and limited-memory updates for nonsmooth optimization, proving global convergence to stationary points under a new semismoothness assumption.
SIAM Journal on Optimization 25(3), 1660–1685 (2015)
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A restricted memory quasi-Newton bundle method for nonsmooth optimization on Riemannian manifolds
Proposes a Riemannian quasi-Newton bundle method with subgradient aggregation and limited-memory updates for nonsmooth optimization, proving global convergence to stationary points under a new semismoothness assumption.