Related papers: Riemannian preconditioning
High-dimensional nonlinear optimization problems subject to nonlinear constraints can appear in several contexts including constrained physical and dynamical systems, statistical estimation, and other numerical models. Feasible optimization…
Shape optimization based on the shape calculus is numerically mostly performed by means of steepest descent methods. This paper provides a novel framework to analyze shape-Newton optimization methods by exploiting a Riemannian perspective.…
A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…
We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…
Optimization on manifolds is a rapidly developing branch of nonlinear optimization. Its focus is on problems where the smooth geometry of the search space can be leveraged to design efficient numerical algorithms. In particular,…
In this paper, we propose a new global analysis framework for a class of low-rank matrix recovery problems on the Riemannian manifold. We analyze the global behavior for the Riemannian optimization with random initialization. We use the…
We give curvature-dependant convergence rates for the optimization of weakly convex functions defined on a manifold of 1-bounded geometry via Riemannian gradient descent and via the dynamic trivialization algorithm. In order to do this, we…
In this paper we extend recent developments in computational optimal transport to the setting of Riemannian manifolds. In particular, we show how to learn optimal transport maps from samples that relate probability distributions defined on…
In this paper, a restricted memory quasi-Newton bundle method for minimizing a locally Lipschitz continuous function over a Riemannian manifold is proposed. The curvature information of the objective function is approximated by applying a…
We investigate Riemannian gradient flows for preparing ground states of a desired Hamiltonian on a quantum device. We show that the number of steps of the corresponding Riemannian gradient descent (RGD) algorithm that prepares a ground…
Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…
We analyze convergence of gradient-descent methods on Riemannian manifolds. In particular, we study randomization of Riemannian gradient algorithms for minimizing smooth cost functions (of Morse-Bott type). We prove that randomized gradient…
This paper is concerned with the computation of an optimal matching between two manifold-valued curves. Curves are seen as elements of an infinite-dimensional manifold and compared using a Riemannian metric that is invariant under the…
Smooth, non-convex optimization problems on Riemannian manifolds occur in machine learning as a result of orthonormality, rank or positivity constraints. First- and second-order necessary optimality conditions state that the Riemannian…
This entry contains the core material of my habilitation thesis, soon to be officially submitted. It provides a self-contained presentation of the original results in this thesis, in addition to their detailed proofs. The motivation of…
We describe an algorithm that, given any full-rank matrix A having fewer rows than columns, can rapidly compute the orthogonal projection of any vector onto the null space of A, as well as the orthogonal projection onto the row space of A,…
In this paper, we study Riemannian zeroth-order optimization in settings where the underlying Riemannian metric $g$ is geodesically incomplete, and the goal is to approximate stationary points with respect to this incomplete metric. To…
This study develops identification methods for linear continuous-time symmetric systems, such as electrical network systems, multi-agent network systems, and temperature dynamics in buildings. To this end, we formulate three system…
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…
The paper addresses the problem of optimizing a class of composite functions on Riemannian manifolds and a new first order optimization algorithm (FOA) with a fast convergence rate is proposed. Through the theoretical analysis for FOA, it…