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A Retraction-Free EXTRA Method for Decentralized Optimization on the Stiefel Manifold

Optimization and Control 2026-04-29 v2

Abstract

Decentralized optimization provides a fundamental framework for large-scale learning and signal processing with distributed data. We study decentralized optimization with orthogonality constraints on the Stiefel manifold and propose RF-EXTRA, a distributed retraction-free primal-dual method on static undirected networks. The method combines an approximate gradient mapping for orthogonality-constrained optimization with an EXTRA-based decentralized recursion, thereby avoiding retractions while preserving a simple communication pattern. On the theoretical side, the analysis considers \revise{the joint error} (XkXk,sksk)(\mathbf{X}_k-\overline{\mathbf X}_k,\mathbf{s}_k-\overline{\mathbf s}_k) in the local variables and local directions, and establishes a contractive recursion for the joint error. This contractivity ensures that the joint error can be controlled using small yet constant step sizes, thus leading to an exact O(1/K)\mathcal{O}(1/K) convergence rate of RF-EXTRA to a stationary point. Experiments on PCA and low-rank matrix completion show that RF-EXTRA compares favorably with the reported decentralized baselines and exhibits strong communication efficiency on the tested tasks on the Stiefel manifold.

Keywords

Cite

@article{arxiv.2604.23754,
  title  = {A Retraction-Free EXTRA Method for Decentralized Optimization on the Stiefel Manifold},
  author = {Shu Li and Jiang Hu},
  journal= {arXiv preprint arXiv:2604.23754},
  year   = {2026}
}

Comments

24 pages

R2 v1 2026-07-01T12:35:50.476Z