提出一种在流形交集上优化的新方法,收敛快且适合稀疏低秩问题。
Optimization over the intersection of manifolds
- 只对一个流形使用回缩,沿正交方向更新,保持计算高效。
- 在内在横截条件下,证明了可行性与最优性均收敛,且所有极限点为一阶驻点。
- 适用于稀疏、低秩优化,如球面数据拟合与压缩模式计算。
流形交集上的优化广泛应用于各类场景,但受限于可行域的耦合几何结构。本文证明了正则性条件——清晰相交与内在横截性等价,从而可有效投影到交集的切空间。据此提出一种几何方法:仅在一个流形上使用回缩,沿两个正交方向更新迭代点:一个方向渐近逼近另一流形,另一个方向降低目标函数值。在内在横截性假设下,推导出可行性与最优性度量的收敛速率,并证明所有累积点均为一阶驻点。数值实验涵盖稀疏与低秩优化问题,包括球面数据拟合、真实数据上的双曲嵌入逼近及压缩模式计算,验证了该方法的有效性。
原文摘要 · Abstract (English)
Optimization over the intersection of two manifolds arises in a broad range of applications, but is hindered by the coupled geometry of the feasible region. In this paper, we prove that the regularities -- clean intersection and intrinsic transversality -- are equivalent, which yields a tractable projection onto the tangent space of the intersection. Therefore, we propose a geometric method that employs a retraction on only one manifold and updates the iterate along two orthogonal directions. Specifically, the iterates stay on one manifold, and the two directions are responsible for asymptotically approaching the other manifold and decreasing the objective function, respectively. Under intrinsic transversality, we derive the convergence rate for both the feasibility and optimality measures, and show that every accumulation point is first-order stationary. Numerical experiments on problems stemming from sparse and low-rank optimization, including fitting spherical data, approximating hyperbolic embeddings on real data, and computing compressed modes, demonstrate the effectiveness of the proposed method.
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