论文标题

对Stiefel歧管非平滑优化的约束溶解方法

A Constraint Dissolving Approach for Nonsmooth Optimization over the Stiefel Manifold

论文作者

Hu, Xiaoyin, Xiao, Nachuan, Liu, Xin, Toh, Kim-Chuan

论文摘要

本文的重点是最小化stiefel歧管上可能非平滑的目标函数。现有的方法要么缺乏效率,要么只能解决对副友好的目标功能。 We propose a constraint dissolving function named NCDF and show that it has the same first-order stationary points and local minimizers as the original problem in a neighborhood of the Stiefel manifold.此外,我们表明,NCDF的Clarke细分很容易从目标函数的Clarke细分。 Therefore, various existing approaches for unconstrained nonsmooth optimization can be directly applied to nonsmooth optimization problems over the Stiefel manifold.我们提出了一个框架,用于开发基于亚级别的方法,并根据先前的工作建立其收敛性。此外,根据我们提出的框架,我们可以开发有效的方法来优化stiefel歧管。 Preliminary numerical experiments further highlight that the proposed constraint dissolving approach yields efficient and direct implementations of various unconstrained approaches to nonsmooth optimization problems over the Stiefel manifold.

This paper focus on the minimization of a possibly nonsmooth objective function over the Stiefel manifold. The existing approaches either lack efficiency or can only tackle prox-friendly objective functions. We propose a constraint dissolving function named NCDF and show that it has the same first-order stationary points and local minimizers as the original problem in a neighborhood of the Stiefel manifold. Furthermore, we show that the Clarke subdifferential of NCDF is easy to achieve from the Clarke subdifferential of the objective function. Therefore, various existing approaches for unconstrained nonsmooth optimization can be directly applied to nonsmooth optimization problems over the Stiefel manifold. We propose a framework for developing subgradient-based methods and establish their convergence properties based on prior works. Furthermore, based on our proposed framework, we can develop efficient approaches for optimization over the Stiefel manifold. Preliminary numerical experiments further highlight that the proposed constraint dissolving approach yields efficient and direct implementations of various unconstrained approaches to nonsmooth optimization problems over the Stiefel manifold.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源