Related papers: Riemannian Proximal Gradient Methods (extended ver…

Minimization of a smooth function on a sphere or, more generally, on a smooth manifold, is the simplest non-convex optimization problem. It has a lot of applications. Our goal is to propose a version of the gradient projection algorithm for…

In this paper, we extend the proximal point algorithm for vector optimization from the Euclidean space to the Riemannian context. Under suitable assumptions on the objective function the well definition and full convergence of the method to…

Solving the inverse kinematics problem is a fundamental challenge in motion planning, control, and calibration for articulated robots. Kinematic models for these robots are typically parametrized by joint angles, generating a complicated…

Optimization problems with access to only zeroth-order information of the objective function on Riemannian manifolds arise in various applications, spanning from statistical learning to robot learning. While various zeroth-order algorithms…

The symplectic Stiefel manifold, denoted by $\mathrm{Sp}(2p,2n)$, is the set of linear symplectic maps between the standard symplectic spaces $\mathbb{R}^{2p}$ and $\mathbb{R}^{2n}$. When $p=n$, it reduces to the well-known set of $2n\times…

Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…

Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…

Motivated by energy based analyses for descent methods in the Euclidean setting, we investigate a generalisation of such analyses for descent methods over Riemannian manifolds. In doing so, we find that it is possible to derive…

We analyze the constant step size subgradient method on nonsmooth, nonconvex functions. We identify geometric assumptions on the objective function under which i) its domain admits a partition (stratification) into smooth manifolds (strata)…

In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…

In this paper, we present a stochastic augmented Lagrangian approach on (possibly infinite-dimensional) Riemannian manifolds to solve stochastic optimization problems with a finite number of deterministic constraints.We investigate the…

This paper considers stochastic optimization problems for a large class of objective functions, including convex and continuous submodular. Stochastic proximal gradient methods have been widely used to solve such problems; however, their…

We study the acceleration of the Local Polynomial Interpolation-based Gradient Descent method (LPI-GD) recently proposed for the approximate solution of empirical risk minimization problems (ERM). We focus on loss functions that are…

Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…

With the advancement of modern applications, an increasing number of composite optimization problems arise whose smooth component does not possess a globally Lipschitz continuous gradient. This setting prevents the direct use of the…

We study the complexity of finding the global solution to stochastic nonconvex optimization when the objective function satisfies global Kurdyka-Lojasiewicz (KL) inequality and the queries from stochastic gradient oracles satisfy mild…

In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…

This paper focuses on recovering a low-rank tensor from its incomplete measurements. We propose a novel algorithm termed the Single Mode Quasi Riemannian Gradient Descent (SM-QRGD). By exploiting the benefits of both fixed-rank matrix…

When minimizing a multiobjective optimization problem (MOP) using multiobjective gradient descent methods, the imbalances among objective functions often decelerate the convergence. In response to this challenge, we propose two types of the…

We present a family of algorithms, called descent algorithms, for optimizing convex and non-convex functions. We also introduce a new first-order algorithm, called rescaled gradient descent (RGD), and show that RGD achieves a faster…