A Nonmonotone Descent Method for Optimization Problems Defined by Upper-${\mathcal{C}}^2$ Functions over Submanifolds

Abstract

We consider the optimization problem of minimizing a nonsmooth function characterized by a nonsmooth formulation of the descent lemma over a manifold. In the unconstrained case over a Euclidean space, this class of functions is called upper-${\mathcal{C}}^2$. Using the recent notion of projectional subdifferentials, we show that their descent property carries over to submanifolds. We propose a nonmonotone subgradient method to solve these problems and prove stationarity of accumulation points of the generated sequence as well as convergence and rate-of-convergence results under the Kurdyka-Lojasiewicz property. We also perform numerical experiments and show how our approach can be applied to a certain type of difference of convex functions as well as clustering problems on manifolds.

38 pages, 4 figures