Sub‐sampled adaptive trust region method on Riemannian manifolds

Abstract

AbstractWe consider the problem of large‐scale finite‐sum minimization on Riemannian manifold. We develop a sub‐sampled adaptive trust region method on Riemannian manifolds. Based on inexact information, we adopt adaptive techniques to flexibly adjust the trust region radius in our method. We present the iteration complexity is when the algorithm attains an ‐second‐order stationary point, which matches the result on trust region method. Numerical results for PCA on Grassmann manifold and low‐rank matrix completion are reported to demonstrate the effectiveness of the proposed Riemannian method.