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Memoryless Quasi-Newton Methods Based on the Spectral-Scaling Broyden Family for Riemannian Optimization

Author

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  • Yasushi Narushima

    (Keio University)

  • Shummin Nakayama

    (The University of Electro-Communications)

  • Masashi Takemura

    (Lattice Technology Co., Ltd.)

  • Hiroshi Yabe

    (Tokyo University of Science)

Abstract

We consider iterative methods for unconstrained optimization on Riemannian manifolds. Though memoryless quasi-Newton methods are effective for large-scale unconstrained optimization in the Euclidean space, they have not been studied over Riemannian manifolds. Therefore, in this paper, we propose a memoryless quasi-Newton method in Riemannian manifolds. The proposed method is based on the spectral-scaling Broyden family with additional modifications to ensure the sufficient descent condition. We present an algorithm for the proposed method that uses the Wolfe line search conditions and show that this algorithm guarantees global convergence. We emphasize that global convergence is guaranteed without any assumptions regarding the convexity of the objective function or the isometric property of the vector transport. In addition, we derive appropriate selections for the parameter vector contained in the proposed method. Numerical experiments are conducted to compare the proposed method with conventional conjugate gradient methods using typical test problems. The results show that the proposed method is superior to the tested conjugate gradient methods.

Suggested Citation

  • Yasushi Narushima & Shummin Nakayama & Masashi Takemura & Hiroshi Yabe, 2023. "Memoryless Quasi-Newton Methods Based on the Spectral-Scaling Broyden Family for Riemannian Optimization," Journal of Optimization Theory and Applications, Springer, vol. 197(2), pages 639-664, May.
    • Handle: RePEc:spr:joptap:v:197:y:2023:i:2:d:10.1007_s10957-023-02183-7
    DOI: 10.1007/s10957-023-02183-7
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    References listed on IDEAS

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    1. Kaori Sugiki & Yasushi Narushima & Hiroshi Yabe, 2012. "Globally Convergent Three-Term Conjugate Gradient Methods that Use Secant Conditions and Generate Descent Search Directions for Unconstrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 153(3), pages 733-757, June.
    2. David F. Shanno, 1978. "Conjugate Gradient Methods with Inexact Searches," Mathematics of Operations Research, INFORMS, vol. 3(3), pages 244-256, August.
    3. Hiroyuki Sakai & Hideaki Iiduka, 2020. "Hybrid Riemannian conjugate gradient methods with global convergence properties," Computational Optimization and Applications, Springer, vol. 77(3), pages 811-830, December.
    4. Hiroyuki Sato, 2016. "A Dai–Yuan-type Riemannian conjugate gradient method with the weak Wolfe conditions," Computational Optimization and Applications, Springer, vol. 64(1), pages 101-118, May.
    5. Xiaojing Zhu & Hiroyuki Sato, 2020. "Riemannian conjugate gradient methods with inverse retraction," Computational Optimization and Applications, Springer, vol. 77(3), pages 779-810, December.
    6. Mehiddin Al-Baali & Yasushi Narushima & Hiroshi Yabe, 2015. "A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization," Computational Optimization and Applications, Springer, vol. 60(1), pages 89-110, January.
    7. Cook, R. Dennis & Forzani, Liliana, 2009. "Likelihood-Based Sufficient Dimension Reduction," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 197-208.
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    9. W. Y. Cheng & D. H. Li, 2010. "Spectral Scaling BFGS Method," Journal of Optimization Theory and Applications, Springer, vol. 146(2), pages 305-319, August.
    10. Yuya Yamakawa & Hiroyuki Sato, 2022. "Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method," Computational Optimization and Applications, Springer, vol. 81(2), pages 397-421, March.
    11. Hiroyuki Sakai & Hideaki Iiduka, 2021. "Sufficient Descent Riemannian Conjugate Gradient Methods," Journal of Optimization Theory and Applications, Springer, vol. 190(1), pages 130-150, July.
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