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Yuexin Zhou

Publications and source records attributed to Yuexin Zhou.

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On some perturbation properties of nonsmooth optimization on Riemannian manifolds with applications

This paper presents a perturbation analysis framework for nonsmooth optimization on connected Riemannian manifolds to bridge the gap between the rapid development of algorithmic approaches and a robust theoretical foundation. Using tangent-space local models, we transport core notions from Euclidean variational analysis, such as strong regularity, the Aubin property, and isolated calmness of the Karush-Kuhn-Tucker (KKT) solution mapping, to the manifold setting. Furthermore, we introduce the manifold (strong) variational sufficiency and show that its strong version is intrinsic, i.e., independent of the chosen retraction, and for polyhedral, second-order cone, and semidefinite programs, it coincides with the manifold strong second-order sufficient condition. These insights yield concrete algorithmic consequences. We show that the Riemannian Sequential Quadratic Programming achieves local superlinear and, under mild additional assumptions, quadratic convergence without strict complementarity, while the Riemannian Augmented Lagrangian Method attains R-linear convergence even when Lagrange multipliers are nonunique. Moreover, the proposed condition guarantees positive definiteness of the generalized Hessians associated with the augmented Lagrangian, enabling superlinear semismooth Newton steps in inner solves. Numerical experiments on robust matrix completion and compressed modes validate the theoretical predictions.

math.OC

On the robust isolated calmness of a class of nonsmooth optimizations on Riemannian manifolds and its applications

This paper studies the robust isolated calmness property of the KKT solution mapping of a class of nonsmooth optimization problems on Riemannian manifolds. The manifold versions of the Robinson constraint qualification, the strict Robinson constraint qualification, and the second order conditions are defined and discussed. We show that the robust isolated calmness of the KKT solution mapping is equivalent to satisfying the M-SRCQ and M-SOSC conditions. Furthermore, under the above two conditions, we show that the Riemannian augmented Lagrangian method achieves a local linear convergence rate. Finally, we verify the proposed conditions and demonstrate the convergence rate on two minimization problems over the sphere and the manifold of fixed rank matrices.

math.OC