TY - JOUR
T1 - Global convergence of Riemannian line search methods with a Zhang-Hager-type condition
AU - Oviedo, Harry
N1 - Publisher Copyright:
© 2022, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.
PY - 2022/11
Y1 - 2022/11
N2 - In this paper, we analyze the global convergence of a general non-monotone line search method on Riemannian manifolds. For this end, we introduce some properties for the tangent search directions that guarantee the convergence, to a stationary point, of this family of optimization methods under appropriate assumptions. A modified version of the non-monotone line search of Zhang and Hager is the chosen globalization strategy to determine the step-size at each iteration. In addition, we develop a new globally convergent Riemannian conjugate gradient method that satisfies the direction assumptions introduced in this work. Finally, some numerical experiments are performed in order to demonstrate the effectiveness of the new procedure.
AB - In this paper, we analyze the global convergence of a general non-monotone line search method on Riemannian manifolds. For this end, we introduce some properties for the tangent search directions that guarantee the convergence, to a stationary point, of this family of optimization methods under appropriate assumptions. A modified version of the non-monotone line search of Zhang and Hager is the chosen globalization strategy to determine the step-size at each iteration. In addition, we develop a new globally convergent Riemannian conjugate gradient method that satisfies the direction assumptions introduced in this work. Finally, some numerical experiments are performed in order to demonstrate the effectiveness of the new procedure.
KW - Descent method
KW - Global convergence
KW - Inexact line search
KW - Non-monotone line search
KW - Riemannian manifolds
UR - http://www.scopus.com/inward/record.url?scp=85128459441&partnerID=8YFLogxK
U2 - 10.1007/s11075-022-01298-8
DO - 10.1007/s11075-022-01298-8
M3 - Article
AN - SCOPUS:85128459441
SN - 1017-1398
VL - 91
SP - 1183
EP - 1203
JO - Numerical Algorithms
JF - Numerical Algorithms
IS - 3
ER -