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Local near-quadratic convergence of Riemannian interior point methods

Local near-quadratic convergence of Riemannian interior point methods

来源:Arxiv_logoArxiv
英文摘要

We consider Riemannian optimization problems with inequality and equality constraints and analyze a class of Riemannian interior point methods for solving them. The algorithm of interest consists of outer and inner iterations. We show that, under standard assumptions, the algorithm achieves local superlinear convergence by solving a linear system at each outer iteration, removing the need for further computations in the inner iterations. We also provide a specific update for the barrier parameters that achieves local near-quadratic convergence of the algorithm. We apply our results to the method proposed by Obara, Okuno, and Takeda (2025) and show its local superlinear and near-quadratic convergence with an analysis of the second-order stationarity. To our knowledge, this is the first algorithm for constrained optimization on Riemannian manifolds that achieves both local convergence and global convergence to a second-order stationary point.

Mitsuaki Obara、Takayuki Okuno、Akiko Takeda

数学

Mitsuaki Obara,Takayuki Okuno,Akiko Takeda.Local near-quadratic convergence of Riemannian interior point methods[EB/OL].(2025-05-26)[2025-06-15].https://arxiv.org/abs/2505.19724.点此复制

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