I am trying to use pymanopt to minimize an infinity norm linear algebra problem. I am paraphrasing some code but essentially I generate some matrix R and want my problem setup to be
import autograd as ag
manifold = Sphere(500)
def cost(X): return ag.linalg.norm(R @ X, ord=np.inf)
problem = Problem(manifold=manifold, cost=cost)
solver = SteepestDescent()
Xopt = solver.solve(problem)
Running any code with the ord = np.inf immediately gives a nan for the first gradient and there is clearly no convergence. I am unsure if this is a user error or rather an error with autograd, but it works as intended for ord = 2 and ag.sum(). I have tried installing tensorflow but I suspect it may be interfering with my packages as after installing all the ones I need, I am unable to install Spyder to actually run the code. Theano also gave an error as it seems it is not compatible with Python 3.9 from the error message.
Any help would be appreciated as I would think the infinity norm would be a rather standard for cost functions yet I seem unable to reach any convergence.