Alternating gradient descent

alternating_gradient_descent(M::ProductManifold, f, grad_f, p=rand(M))
alternating_gradient_descent(M::ProductManifold, ago::ManifoldAlternatingGradientObjective, p)
alternating_gradient_descent!(M::ProductManifold, f, grad_f, p)
alternating_gradient_descent!(M::ProductManifold, ago::ManifoldAlternatingGradientObjective, p)

perform an alternating gradient descent. This can be done in-place of the start point p

Input

• M::AbstractManifold: a Riemannian manifold $\mathcal M$
• f: a cost function $f: \mathcal M→ ℝ$ implemented as (M, p) -> v
• grad_f: a gradient, that can be of two cases
  • is a single function returning an ArrayPartition from RecursiveArrayTools.jl or
  • is a vector functions each returning a component part of the whole gradient
• p: a point on the manifold $\mathcal M$

Keyword arguments

• evaluation=AllocatingEvaluation(): specify whether the functions that return an array, for example a point or a tangent vector, work by allocating its result (AllocatingEvaluation) or whether they modify their input argument to return the result therein (InplaceEvaluation). Since usually the first argument is the manifold, the modified argument is the second.
• evaluation_order=:Linear: whether to use a randomly permuted sequence (:FixedRandom), a per cycle permuted sequence (:Random) or the default :Linear one.
• inner_iterations=5: how many gradient steps to take in a component before alternating to the next
• stopping_criterion=StopAfterIteration(1000)): a functor indicating that the stopping criterion is fulfilled
• stepsize=ArmijoLinesearch(): a functor inheriting from Stepsize to determine a step size
• order=[1:n]: the initial permutation, where n is the number of gradients in gradF.
• retraction_method=default_retraction_method(M, typeof(p)): a retraction $\operatorname{retr}$ to use, see the section on retractions

Output

usually the obtained (approximate) minimizer, see get_solver_return for details

alternating_gradient_descent(M::ProductManifold, f, grad_f, p=rand(M))
alternating_gradient_descent(M::ProductManifold, ago::ManifoldAlternatingGradientObjective, p)
alternating_gradient_descent!(M::ProductManifold, f, grad_f, p)
alternating_gradient_descent!(M::ProductManifold, ago::ManifoldAlternatingGradientObjective, p)

perform an alternating gradient descent. This can be done in-place of the start point p

Input

• M::AbstractManifold: a Riemannian manifold $\mathcal M$
• f: a cost function $f: \mathcal M→ ℝ$ implemented as (M, p) -> v
• grad_f: a gradient, that can be of two cases
  • is a single function returning an ArrayPartition from RecursiveArrayTools.jl or
  • is a vector functions each returning a component part of the whole gradient
• p: a point on the manifold $\mathcal M$

Keyword arguments

• evaluation=AllocatingEvaluation(): specify whether the functions that return an array, for example a point or a tangent vector, work by allocating its result (AllocatingEvaluation) or whether they modify their input argument to return the result therein (InplaceEvaluation). Since usually the first argument is the manifold, the modified argument is the second.
• evaluation_order=:Linear: whether to use a randomly permuted sequence (:FixedRandom), a per cycle permuted sequence (:Random) or the default :Linear one.
• inner_iterations=5: how many gradient steps to take in a component before alternating to the next
• stopping_criterion=StopAfterIteration(1000)): a functor indicating that the stopping criterion is fulfilled
• stepsize=ArmijoLinesearch(): a functor inheriting from Stepsize to determine a step size
• order=[1:n]: the initial permutation, where n is the number of gradients in gradF.
• retraction_method=default_retraction_method(M, typeof(p)): a retraction $\operatorname{retr}$ to use, see the section on retractions

Output

usually the obtained (approximate) minimizer, see get_solver_return for details

AlternatingGradientDescentState <: AbstractGradientDescentSolverState

Store the fields for an alternating gradient descent algorithm, see also alternating_gradient_descent.

Fields

• direction::DirectionUpdateRule
• evaluation_order::Symbol: whether to use a randomly permuted sequence (:FixedRandom), a per cycle newly permuted sequence (:Random) or the default :Linear evaluation order.
• inner_iterations: how many gradient steps to take in a component before alternating to the next
• order: the current permutation
• retraction_method::AbstractRetractionMethod: a retraction $\operatorname{retr}$ to use, see the section on retractions
• stepsize::Stepsize: a functor inheriting from Stepsize to determine a step size
• stop::StoppingCriterion: a functor indicating that the stopping criterion is fulfilled
• p::P: a point on the manifold $\mathcal M$ storing the current iterate
• X::T: a tangent vector at the point $p$ on the manifold $\mathcal M$storing the gradient at the current iterate
• k, ì`: internal counters for the outer and inner iterations, respectively.

Constructors

AlternatingGradientDescentState(M::AbstractManifold; kwargs...)

Keyword arguments

• inner_iterations=5
• p=rand(M): a point on the manifold $\mathcal M$
• order_type::Symbol=:Linear
• order::Vector{<:Int}=Int[]
• stopping_criterion=StopAfterIteration(1000): a functor indicating that the stopping criterion is fulfilled
• stepsize=default_stepsize(M, AlternatingGradientDescentState): a functor inheriting from Stepsize to determine a step size
• X=zero_vector(M, p): a tangent vector at the point $p$ on the manifold $\mathcal M$

Generate the options for point p and where inner_iterations, order_type, order, retraction_method, stopping_criterion, and stepsize` are keyword arguments

AlternatingGradient(; kwargs...)
AlternatingGradient(M::AbstractManifold; kwargs...)

Specify that a gradient based method should only update parts of the gradient in order to do a alternating gradient descent.

Keyword arguments

• initial_gradient=zero_vector(M, p): a tangent vector at the point $p$ on the manifold $\mathcal M$
• p=rand(M): a point on the manifold $\mathcal M$ to specify the initial value

AlternatingGradientRule <: AbstractGradientGroupDirectionRule

Create a functor (problem, state k) -> (s,X) to evaluate the alternating gradient, that is alternating between the components of the gradient and has an field for partial evaluation of the gradient in-place.

Fields

• X::T: a tangent vector at the point $p$ on the manifold $\mathcal M$

Constructor

AlternatingGradientRule(M::AbstractManifold; p=rand(M), X=zero_vector(M, p))

Initialize the alternating gradient processor with tangent vector type of X, where both M and p are just help variables.

See also

alternating_gradient_descent, [AlternatingGradient])@ref)