论文标题
关于Riemannian Newton方法的全球化
On the globalization of Riemannian Newton method
论文作者
论文摘要
在本文中,为了在Riemannian歧管上定义的向量领域的奇异性,我们提出了牛顿方法的新全球化策略,并建立了其与超线性速率的全球融合。特别是,这种全球化概括为一般缩回牛顿的现有方法。提出的全局收敛分析不需要关于向量场奇异性的任何低血压。我们应用了提出的方法,将截断的奇异值问题求解在两个stiefel歧管的乘积上,在对称阳性确定矩阵的锥上的敏锐的手抓问题以及球体上的瑞利商。此外,解决了一些学术问题。提出了数值实验,表明所提出的算法与上述方法相比具有更好的鲁棒性。
In the present paper, in order to fnd a singularity of a vector field defined on Riemannian manifolds, we present a new globalization strategy of Newton method and establish its global convergence with superlinear rate. In particular, this globalization generalizes for a general retraction the existing damped Newton's method. The presented global convergence analysis does not require any hypotesesis on singularity of the vector field. We applied the proposed method to solve the truncated singular value problem on the product of two Stiefel manifolds, the dextrous hand grasping problem on the cone of symmetric positive definite matrices and the Rayleigh quotient on the sphere. Moreover, some academic problems are solved. Numerical experiments are presented showing that the proposed algorithm has better robustness compared with the aforementioned method.