MADMM: a generic algorithm for non-smooth optimization on manifolds
Optimization and Control
2015-05-29 v1 Numerical Analysis
Abstract
Numerous problems in machine learning are formulated as optimization with manifold constraints. In this paper, we propose the Manifold alternating directions method of multipliers (MADMM), an extension of the classical ADMM scheme for manifold-constrained non-smooth optimization problems and show its application to several challenging problems in dimensionality reduction, data analysis, and manifold learning.
Cite
@article{arxiv.1505.07676,
title = {MADMM: a generic algorithm for non-smooth optimization on manifolds},
author = {Artiom Kovnatsky and Klaus Glashoff and Michael M. Bronstein},
journal= {arXiv preprint arXiv:1505.07676},
year = {2015}
}