New Kantorovich’s Theorems for Newton’s Method on Lie Groups for Mappings and Matrix Optimization Problems

Abstract

We propose a new Kantorovich theorem for Newton's method on Lie groups for mappings and matrix low-rank optimization problems, which arises from many applications. Under the classical hypothesis of f, we establish the convergence criteria of Newton's method from Lie group to its Lie algebra with weakened conditions, which improves the corresponding results in [20].