Woocheol Choi, Changbum Chun, Yoon Mo Jung, Sangwoon Yun
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On the linear convergence rate of Riemannian proximal gradient method
Composite optimization problems on Riemannian manifolds arise in applications such as sparse principal component analysis and dictionary learning. Recently, Huang and Wei introduced a Riemannian proximal gradient method (Huang and Wei in MP 194:371–413, 2022) and an inexact Riemannian proximal gradient method (Wen and Ke in COA 85:1–32, 2023), utilizing the retraction mapping to address these challenges. They established the sublinear convergence rate of the Riemannian proximal gradient method under the retraction convexity and a geometric condition on retractions, as well as the local linear convergence rate of the inexact Riemannian proximal gradient method under the Riemannian Kurdyka-Lojasiewicz property. In this paper, we demonstrate the linear convergence rate of the Riemannian proximal gradient method and the linear convergence rate of the proximal gradient method proposed in Chen et al. (SIAM J Opt 30:210–239, 2020) under strong retraction convexity. Additionally, we provide a counterexample that violates the geometric condition on retractions, which is crucial for establishing the sublinear convergence rate of the Riemannian proximal gradient method.
期刊介绍:
Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance.
Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.