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arXiv · 2410.00482

On the Oracle Complexity of a Riemannian Inexact Augmented Lagrangian Method for Riemannian Nonsmooth Composite Problems

Meng Xu·Bo Jiang·Ya-Feng Liu·Anthony Man-Cho So
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Abstract

In this paper, we establish for the first time the oracle complexity of a Riemannian inexact augmented Lagrangian (RiAL) method with the classical dual update for solving a class of Riemannian nonsmooth composite problems. By using the Riemannian gradient descent method with a specified stopping criterion for solving the inner subproblem, we show that the RiAL method can find an $\varepsilon$-stationary point of the considered problem with $\mathcal{O}(\varepsilon^{-3})$ calls to the first-order oracle. This achieves the best oracle complexity known to date. Numerical results demonstrate that the use of the classical dual stepsize is crucial to the high efficiency of the RiAL method.

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Meng Xu, Bo Jiang, Ya-Feng Liu, Anthony Man-Cho So. 2024-10-01. On the Oracle Complexity of a Riemannian Inexact Augmented Lagrangian Method for Riemannian Nonsmooth Composite Problems. https://arxiv.org/abs/2410.00482

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