Riemannian conditional gradient methods for composite optimization problems
Kangming Chen, Ellen H. Fukuda
公開日: 2024/12/27
Abstract
In this paper, we propose Riemannian conditional gradient methods for minimizing composite functions, i.e., those that can be expressed as the sum of a smooth function and a retraction-based convex function. We analyze the convergence of the proposed algorithms, utilizing three types of step-size strategies: adaptive, diminishing, and those based on the Armijo condition. We establish the convergence rate of \(\mathcal{O}(1/k)\) for the adaptive and diminishing step sizes, where \(k\) denotes the number of iterations. Additionally, we derive an iteration complexity of \(\mathcal{O}(1/\epsilon^2)\) for the Armijo step-size strategy to achieve \(\epsilon\)-optimality, where \(\epsilon\) is the optimality tolerance. Finally, the effectiveness of our algorithms is validated through some numerical experiments performed on the sphere and Stiefel manifolds.