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This paper initiates a systematic development of a theory of non-commutative optimization. It aims to unify and generalize a growing body of work from the past few years which developed and analyzed algorithms for natural geodesically…

Optimization and Control · Mathematics 2021-07-28 Peter Bürgisser , Cole Franks , Ankit Garg , Rafael Oliveira , Michael Walter , Avi Wigderson

We provide sharp and explicit characterizations of the normal cone to sublevel sets of suprema of arbitrary functions, expressed exclusively in terms of subdifferentials of the data functions. In the convex case, the resulting formulas…

Optimization and Control · Mathematics 2026-02-12 Stephanie Caro , Rafael Correa , Abderrahim Hantoute

We study a natural intrinsic definition of geometric simplices in Riemannian manifolds of arbitrary dimension $n$, and exploit these simplices to obtain criteria for triangulating compact Riemannian manifolds. These geometric simplices are…

Differential Geometry · Mathematics 2014-06-17 Ramsay Dyer , Gert Vegter , Mathijs Wintraecken

We prove the existence of classical solutions to the Dirichlet problem for a class of fully nonlinear elliptic equations of curvature type on Riemannian manifolds. We also derive new second derivative boundary estimates which allows us to…

Differential Geometry · Mathematics 2013-05-07 Jorge H. S. de Lira , Flávio F. Cruz

We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…

Optimization and Control · Mathematics 2018-01-30 Anastasia Bayandina , Pavel Dvurechensky , Alexander Gasnikov , Fedor Stonyakin , Alexander Titov

The main goal of this paper is to present results of existence and non-existence of convex functions on Riemannian manifolds and, in the case of the existence, we associate such functions to the geometry of the manifold. Precisely, we prove…

Differential Geometry · Mathematics 2016-12-13 J. X. Cruz Neto , Ítalo Melo , Paulo Sousa

In the Euclidean setting, the proximal gradient method and its accelerated variants are a class of efficient algorithms for optimization problems with decomposable objective. In this paper, we develop a Riemannian proximal gradient method…

Optimization and Control · Mathematics 2021-06-01 Wen Huang , Ke Wei

We study the equilibrium problem on general Riemannian manifolds. The results on existence of solutions and on the convex structure of the solution set are established. Our approach consists in relating the equilibrium problem to a suitable…

Optimization and Control · Mathematics 2018-01-10 Chong Li , Xiangmei Wang , Genaro LÓpez , Jen-Chih Yao

We propose an L-BFGS optimization algorithm on Riemannian manifolds using minibatched stochastic variance reduction techniques for fast convergence with constant step sizes, without resorting to linesearch methods designed to satisfy Wolfe…

Optimization and Control · Mathematics 2017-05-23 Anirban Roychowdhury

In this paper, we consider a class of constrained multiobjective optimization problems, where each objective function can be expressed by adding a possibly nonsmooth nonconvex function and a differentiable function with Lipschitz continuous…

Optimization and Control · Mathematics 2026-01-01 Nguyen Van Tuyen , Minh N. Dao , Tran Van Nghi

Deciding whether saddle points exist or are approximable for nonconvex-nonconcave problems is usually intractable. This paper takes a step towards understanding a broad class of nonconvex-nonconcave minimax problems that do remain…

Optimization and Control · Mathematics 2023-05-30 Peiyuan Zhang , Jingzhao Zhang , Suvrit Sra

Strictly enforcing orthonormality constraints on parameter matrices has been shown advantageous in deep learning. This amounts to Riemannian optimization on the Stiefel manifold, which, however, is computationally expensive. To address this…

Machine Learning · Computer Science 2020-02-05 Jun Li , Li Fuxin , Sinisa Todorovic

We consider the problem of minimizing a non-convex function over a smooth manifold $\mathcal{M}$. We propose a novel algorithm, the Orthogonal Directions Constrained Gradient Method (ODCGM) which only requires computing a projection onto a…

Optimization and Control · Mathematics 2023-03-17 Sholom Schechtman , Daniil Tiapkin , Michael Muehlebach , Eric Moulines

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…

Optimization and Control · Mathematics 2025-07-08 Uday Talwar , Meredith K. Kupinski , Afrooz Jalilzadeh

We consider optimization problems over the Stiefel manifold whose objective function is the summation of a smooth function and a nonsmooth function. Existing methods for solving this kind of problems can be classified into three classes.…

Optimization and Control · Mathematics 2019-05-14 Shixiang Chen , Shiqian Ma , Anthony Man-Cho So , Tong Zhang

In this paper, we establish a min-max theory for constructing minimal disks with free boundary in any closed Riemannian manifold. The main result is an effective version of the partial Morse theory for minimal disks with free boundary…

Analysis of PDEs · Mathematics 2020-04-01 Longzhi Lin , Ao Sun , Xin Zhou

In this paper we propose a generalized condition for a sharp minimum, somewhat similar to the inexact oracle proposed recently by Devolder-Glineur-Nesterov. The proposed approach makes it possible to extend the class of applicability of…

Optimization and Control · Mathematics 2022-12-13 S. S. Ablaev , D. V. Makarenko , F. S. Stonyakin , M. S. Alkousa , I. V. Baran

We study local complexity measures for stochastic convex optimization problems, providing a local minimax theory analogous to that of H\'{a}jek and Le Cam for classical statistical problems. We give complementary optimality results,…

Statistics Theory · Mathematics 2019-06-05 John Duchi , Feng Ruan

We propose a higher-order method for solving non-smooth optimization problems on manifolds. In order to obtain superlinear convergence, we apply a Riemannian Semi-smooth Newton method to a non-smooth non-linear primal-dual optimality system…

Optimization and Control · Mathematics 2023-08-17 Willem Diepeveen , Jan Lellmann

The gradient method for minimize a differentiable convex function on Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. The analysis of the method is presented with three different finite procedures for…

Optimization and Control · Mathematics 2018-06-08 O. P. Ferreira , M. S. Louzeiro , L. F. Prudente
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