Related papers: CDOpt: A Python Package for a Class of Riemannian …
Optimization tasks are crucial in statistical machine learning. Recently, there has been great interest in leveraging tools from dynamical systems to derive accelerated and robust optimization methods via suitable discretizations of…
In this paper, we focus on a class of constrained nonlinear optimization problems (NLP), where some of its equality constraints define a closed embedded submanifold $\mathcal{M}$ in $\mathbb{R}^n$. Although NLP can be solved directly by…
We study optimization over Riemannian embedded submanifolds, where the objective function is relatively smooth in the ambient Euclidean space. Such problems have broad applications but are still largely unexplored. We introduce two…
Representing images and videos with Symmetric Positive Definite (SPD) matrices and considering the Riemannian geometry of the resulting space has proven beneficial for many recognition tasks. Unfortunately, computation on the Riemannian…
In this paper, we introduce McTorch, a manifold optimization library for deep learning that extends PyTorch. It aims to lower the barrier for users wishing to use manifold constraints in deep learning applications, i.e., when the parameters…
Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…
Data sets tend to live in low-dimensional non-linear subspaces. Ideal data analysis tools for such data sets should therefore account for such non-linear geometry. The symmetric Riemannian geometry setting can be suitable for a variety of…
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…
Computing optimal, collision-free trajectories for high-dimensional systems is a challenging problem. Sampling-based planners struggle with the dimensionality, whereas trajectory optimizers may get stuck in local minima due to inherent…
Dimensionality reduction methods are employed to decrease data dimensionality, either to enhance machine learning performance or to facilitate data visualization in two or three-dimensional spaces. These methods typically fall into two…
This paper focuses on minimizing a smooth function combined with a nonsmooth regularization term on a compact Riemannian submanifold embedded in the Euclidean space under a decentralized setting. Typically, there are two types of approaches…
In this paper, we consider a class of generalized orthogonal optimization constraint problems (GOOCP) over $\mathbb{R}^{n \times p}$, where the variable $X$ is restricted within the intersection of a certain subspace $\mathcal{F}$ and…
We are concerned with decentralized optimization over a compact submanifold, where the loss functions of local datasets are defined by their respective local datasets. A key challenge in decentralized optimization is mitigating the…
Recent advances in diffusion models show promising potential to accelerate nonconvex problem solving by leveraging their multimodality. However, most existing diffusion-based optimization approaches rely on supervised learning and lack a…
Convex programming plays a fundamental role in machine learning, data science, and engineering. Testing convexity structure in nonlinear programs relies on verifying the convexity of objectives and constraints. Grant et al. (2006)…
Low-rank optimization problems with sparse simplex constraints involve variables that must satisfy nonnegativity, sparsity, and sum-to-1 conditions, making their optimization particularly challenging due to the interplay between low-rank…
The techniques and analysis presented in this thesis provide new methods to solve optimization problems posed on Riemannian manifolds. These methods are applied to the subspace tracking problem found in adaptive signal processing and…
We introduce Geomstats, an open-source Python toolbox for computations and statistics on nonlinear manifolds, such as hyperbolic spaces, spaces of symmetric positive definite matrices, Lie groups of transformations, and many more. We…
We introduce the convex bundle method to solve convex, non-smooth optimization problems on Riemannian manifolds of bounded sectional curvature. Each step of our method is based on a model that involves the convex hull of previously…
In this paper, a descent method for nonsmooth multiobjective optimization problems on complete Riemannian manifolds is proposed. The objective functions are only assumed to be locally Lipschitz continuous instead of convexity used in…