A Riemannian Proximal Newton-CG Method

Wen Huang, Wutao Si

Recently, a Riemannian proximal Newton method has been developed for optimizing problems in the form of ${\min }_{x\in \mathcal{M}}f(x)+\mu \Vert x{\Vert }_1$, where $\mathcal{M}$ is a compact e…