Accelerating the LSTRS Algorithm

In a recent paper [Rojas, Santos, Sorensen: ACM ToMS 34 (2008), Article 11] an efficient method for solvingthe Large-Scale Trust-Region Subproblem was suggested which is based on recasting it in terms of a parameter dependent eigenvalue problem and adjusting the parameter iteratively. The essential work at each iteration is the solution of an eigenvalue problem for the smallest eigenvalue of the Hessian matrix (or two smallest eigenvalues in the potential hard case) and associated eigenvector(s). Replacing the implicitly restarted Lanczos method in the original paper with the Nonlinear Arnoldi method makes it possible to recycle most of the work from previous iterations which can substantially accelerate LSTRS

Riemannian Adaptive Regularized Newton Methods with H\"older Continuous Hessians

This paper presents strong worst-case iteration and operation complexity guarantees for Riemannian adaptive regularized Newton methods, a unified framework encompassing both Riemannian adaptive regularization (RAR) methods and Riemannian trust region (RTR) methods. We comprehensively characterize the sources of approximation in second-order manifold optimization methods: the objective function's smoothness, retraction's smoothness, and subproblem solver's inexactness. Specifically, for a function with a $\mu$-H\"older continuous Hessian, when equipped with a retraction featuring a $\nu$-H\"older continuous differential and a $\theta$-inexact subproblem solver, both RTR and RAR with $2+\alpha$ regularization (where $\alpha=\min\{\mu,\nu,\theta\}$) locate an $(\epsilon,\epsilon^{\alpha/(1+\alpha)})$-approximate second-order stationary point within at most $O(\epsilon^{-(2+\alpha)/(1+\alpha)})$ iterations and at most $\tilde{O}(\epsilon^{-(4+3\alpha)/(2(1+\alpha))})$ Hessian-vector products. These complexity results are novel and sharp, and reduce to an iteration complexity of $O(\epsilon^{-3/2})$ and an operation complexity of $\tilde{O}(\epsilon^{-7/4})$ when $\alpha=1$