Related papers: Unconstrained steepest descent method for multicri…
Nonsmooth nonconvex-concave minimax problems have attracted significant attention due to their wide applications in many fields. In this paper, we consider a class of nonsmooth nonconvex-concave minimax problems on Riemannian manifolds.…
In this work, we consider the bilevel optimization problem on Riemannian manifolds. We inspect the calculation of the hypergradient of such problems on general manifolds and thus enable the utilization of gradient-based algorithms to solve…
Conjugate gradient (CG) methods are widely acknowledged as efficient for minimizing continuously differentiable functions in Euclidean spaces. In recent years, various CG methods have been extended to Riemannian manifold optimization, but…
In this paper, we propose a quasi Newton method to solve the robust counterpart of an uncertain multiobjective optimization problem under an arbitrary finite uncertainty set. Here the robust counterpart of an uncertain multiobjective…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
By restricting the iterate on a nonlinear manifold, the recently proposed Riemannian optimization methods prove to be both efficient and effective in low rank tensor completion problems. However, existing methods fail to exploit the easily…
This paper studies large-scale optimization problems on Riemannian manifolds whose objective function is a finite sum of negative log-probability losses. Such problems arise in various machine learning and signal processing applications. By…
We propose an inexact optimization algorithm on Riemannian manifolds, motivated by quadratic discrimination tasks in high-dimensional, low-sample-size (HDLSS) imaging settings. In such applications, gradient evaluations are often biased due…
We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…
This paper presents the first optimal-rate $p$-th order methods with $p\geq 1$ for finding first and second-order stationary points of non-convex smooth objective functions over Riemannian manifolds. In contrast to the geodesically convex…
The classical Armijo backtracking algorithm achieves the optimal complexity for smooth functions like gradient descent but without any hyperparameter tuning. However, the smoothness assumption is not suitable for Deep Learning optimization.…
In this paper, it is established finite active-set identification of an almost cyclic 2-coordinate descent method for problems with one linear coupling constraint and simple bounds. First, general active-set identification results are…
Numerous problems in optics, quantum physics, stability analysis, and control of dynamical systems can be brought to an optimization problem with matrix variable subjected to the symplecticity constraint. As this constraint nicely forms a…
This paper considers the decision-dependent optimization problem, where the data distributions react in response to decisions affecting both the objective function and linear constraints. We propose a new method termed repeated projected…
For smooth optimization problems with a Hermitian positive semi-definite fixed-rank constraint, we consider three existing approaches including the simple Burer--Monteiro method, and Riemannian optimization over quotient geometry and the…
We propose Riemannian preconditioned algorithms for the tensor completion problem via tensor ring decomposition. A new Riemannian metric is developed on the product space of the mode-2 unfolding matrices of the core tensors in tensor ring…
In this paper, we propose a Riemannian steepest descent method for solving a blind deconvolution problem. We prove that the proposed algorithm with an appropriate initialization will recover the exact solution with high probability when the…
A block decomposition method is proposed for minimizing a (possibly non-convex) continuously differentiable function subject to one linear equality constraint and simple bounds on the variables. The proposed method iteratively selects a…
We present a variant of accelerated gradient descent algorithms, adapted from Nesterov's optimal first-order methods, for weakly-quasi-convex and weakly-quasi-strongly-convex functions. We show that by tweaking the so-called estimate…
We consider the problem of decentralized nonconvex optimization over a compact submanifold, where each local agent's objective function defined by the local dataset is smooth. Leveraging the powerful tool of proximal smoothness, we…