4 research outputs found
Duality-based Higher-order Non-smooth Optimization on Manifolds
We propose a method for solving non-smooth optimization problems on
manifolds. In order to obtain superlinear convergence, we apply a Riemannian
Semi-smooth Newton method to a non-smooth non-linear primal-dual optimality
system based on a recent extension of Fenchel duality theory to Riemannian
manifolds. We also propose an inexact version of the Riemannian Semi-smooth
Newton method and prove conditions for local linear and superlinear
convergence. Numerical experiments on l2-TV-like problems confirm superlinear
convergence on manifolds with positive and negative curvature