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Rohollah Yousefpour

Rohollah Yousefpour

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
Faculty: Faculty of Mathematical Sciences
Address:
Phone: 09113147287

Research

Title
Line Search Algorithms for Locally Lipschitz Functions on Riemannian Manifolds
Type
JournalPaper
Keywords
Riemannian manifolds, Lipschitz functions, descent directions, Clarke subdifferential
Year
2018
Journal SIAM JOURNAL ON OPTIMIZATION
DOI
Researchers Rohollah Yousefpour ، Somayeh Hosseini ، Wang HUANG

Abstract

This paper presents line search algorithms for finding extrema of locally Lipschitz functions defined on Riemannian manifolds. To this end we generalize the so-called Wolfe conditions for nonsmooth functions on Riemannian manifolds. Using "-subgradient-oriented descent directions and the Wolfe conditions, we propose a nonsmooth Riemannian line search algorithm and establish the convergence of our algorithm to a stationary point. Moreover, we extend the classical BFGS algorithm to nonsmooth functions on Riemannian manifolds. Numerical experiments illustrate the effectiveness and effciency of the proposed algorithm.