عنوان
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Line Search Algorithms for Locally Lipschitz Functions on Riemannian Manifolds
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نوع پژوهش
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مقاله چاپ شده
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کلیدواژهها
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Riemannian manifolds, Lipschitz functions, descent directions, Clarke subdifferential
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چکیده
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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.
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پژوهشگران
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وانگ هونگ (نفر دوم)، سمیه حسینی (نفر اول)، روح اله یوسف پور (نفر سوم)
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