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arxiv: 1103.4828 · v1 · pith:RN32KWU4new · submitted 2011-03-24 · 🧮 math.NA · cs.NA

Convergence of inexact descent methods for nonconvex optimization on Riemannian manifolds

classification 🧮 math.NA cs.NA
keywords convergencedescentriemannianboundeddistancefullfunctiongenerated
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In this paper we present an abstract convergence analysis of inexact descent methods in Riemannian context for functions satisfying Kurdyka-Lojasiewicz inequality. In particular, without any restrictive assumption about the sign of the sectional curvature of the manifold, we obtain full convergence of a bounded sequence generated by the proximal point method, in the case that the objective function is nonsmooth and nonconvex, and the subproblems are determined by a quasi distance which does not necessarily coincide with the Riemannian distance. Moreover, if the objective function is $C^1$ with $L$-Lipschitz gradient, not necessarily convex, but satisfying Kurdyka-Lojasiewicz inequality, full convergence of a bounded sequence generated by the steepest descent method is obtained.

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