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arXiv · 2102.10309

An Inexact Semi-smooth Newton Method on Riemannian Manifolds with Application to Duality-based Total Variation Denoising

Willem Diepeveen·Jan Lellmann
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Abstract

We propose a higher-order 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 that hold independent of the sign of the curvature. Numerical experiments on l2-TV-like problems with dual regularization confirm superlinear convergence on manifolds with positive and negative curvature.

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Willem Diepeveen, Jan Lellmann. 2021-02-20. An Inexact Semi-smooth Newton Method on Riemannian Manifolds with Application to Duality-based Total Variation Denoising. https://doi.org/10.1137/21m1398513

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