We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Riemannian Interior Point Methods for Constrained Optimization on Manifolds.
- Authors
Lai, Zhijian; Yoshise, Akiko
- Abstract
We extend the classical primal-dual interior point method from the Euclidean setting to the Riemannian one. Our method, named the Riemannian interior point method, is for solving Riemannian constrained optimization problems. We establish its local superlinear and quadratic convergence under the standard assumptions. Moreover, we show its global convergence when it is combined with a classical line search. Our method is a generalization of the classical framework of primal-dual interior point methods for nonlinear nonconvex programming. Numerical experiments show the stability and efficiency of our method.
- Subjects
INTERIOR-point methods; NONCONVEX programming; CONSTRAINED optimization; NONLINEAR programming
- Publication
Journal of Optimization Theory & Applications, 2024, Vol 201, Issue 1, p433
- ISSN
0022-3239
- Publication type
Article
- DOI
10.1007/s10957-024-02403-8