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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…
Optimization over the embedded submanifold defined by constraints $c(x) = 0$ has attracted much interest over the past few decades due to its wide applications in various areas. Plenty of related optimization packages have been developed…
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…
We propose the first global accelerated gradient method for Riemannian manifolds. Toward establishing our result we revisit Nesterov's estimate sequence technique and develop an alternative analysis for it that may also be of independent…
In this paper, we develop a method for solving the problem of minimizing the $H^2$ error norm between the transfer functions of original and reduced systems on the set of stable matrices and two Euclidean spaces. That is, we develop a…
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…
In this letter, we propose a novel manifold-based algorithm to solve the constant envelope (CE) precoding problem with interference exploitation. For a given power budget, we design the precoded symbols subject to the CE constraints, such…
Landing methods have recently emerged in Riemannian matrix optimization as efficient schemes for handling nonlinear equality constraints without resorting to costly retractions. These methods decompose the search direction into tangent and…
We develop new algorithms for Riemannian bilevel optimization. We focus in particular on batch and stochastic gradient-based methods, with the explicit goal of avoiding second-order information such as Riemannian hyper-gradients. We propose…
This paper investigates the low-rank tensor completion problem, which is about recovering a tensor from partially observed entries. We consider this problem in the tensor train format and extend the preconditioned metric from the matrix…
We provide an interior point method based on quasi-Newton iterations, which only requires first-order access to a strongly self-concordant barrier function. To achieve this, we extend the techniques of Dunagan-Harvey [STOC '07] to maintain…
We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank…
In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…
We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…
Sparse principal component analysis (PCA), an important variant of PCA, attempts to find sparse loading vectors when conducting dimension reduction. This paper considers the nonsmooth Riemannian optimization problem associated with the…
This paper studies the problem of distributed Riemannian optimization over a network of agents whose cost functions are geodesically smooth but possibly geodesically non-convex. Extending a well-known distributed optimization strategy…
In this paper, we study min-max optimization problems on Riemannian manifolds. We introduce a Riemannian Hamiltonian function, minimization of which serves as a proxy for solving the original min-max problems. Under the Riemannian…
Optimal transport (OT) has recently found widespread interest in machine learning. It allows to define novel distances between probability measures, which have shown promise in several applications. In this work, we discuss how to…
Designing quantum circuits for ground state preparation is a fundamental task in quantum information science. However, standard Variational Quantum Algorithms (VQAs) are often constrained by limited ansatz expressivity and difficult…
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…