P Constantopoulos John

h-index2
1paper
27citations

1 Paper

4.3OCJul 15
The Intrinsic Riemannian Proximal Gradient Method for Nonconvex Optimization

Ronny Bergmann, Hajg Jasa, Paula John et al.

We consider the proximal gradient method on Riemannian manifolds for functions that are possibly not geodesically convex. Starting from the forward-backward-splitting, we define an intrinsic variant of the proximal gradient method that uses proximal maps defined on the manifold and therefore does not require or work in the embedding. We investigate its convergence properties and illustrate its numerical performance, particularly for nonconvex or nonembedded problems that are hence out of reach for other methods.