ε-subgradient algorithms for locally lipschitz functions on Riemannian manifolds

نویسندگان

  • Philipp Grohs
  • Seyedehsomayeh Hosseini
چکیده

This paper presents a descent direction method for finding extrema of locally Lipschitz functions defined on Riemannian manifolds. To this end we define a set-valued mapping x → ∂εf(x) named ε-subdifferential which is an approximation for the Clarke subdifferential and which generalizes the Goldstein-ε-subdifferential to the Riemannian setting. Using this notion we construct a steepest descent method where the descent directions are computed by a computable approximation of the ε-subdifferential. We establish the convergence of our algorithm to a stationary point. Numerical experiments illustrate our results.

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عنوان ژورنال:
  • Adv. Comput. Math.

دوره 42  شماره 

صفحات  -

تاریخ انتشار 2016