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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 and Control · Mathematics 2022-07-18 Jiang Hu , Ruicheng Ao , Anthony Man-Cho So , Minghan Yang , Zaiwen Wen

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 and Control · Mathematics 2024-10-15 Nachuan Xiao , Xiaoyin Hu , Xin Liu , Kim-Chuan Toh

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…

Optimization and Control · Mathematics 2024-05-10 Chang He , Zhaoye Pan , Xiao Wang , Bo Jiang

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…

Optimization and Control · Mathematics 2020-01-27 Kwangjun Ahn , Suvrit Sra

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…

Optimization and Control · Mathematics 2018-08-03 Kazuhiro Sato

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…

Optimization and Control · Mathematics 2022-12-13 Vishwak Srinivasan , Ashia Wilson

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…

Information Theory · Computer Science 2017-10-11 Fan Liu , Christos Masouros , Pierluigi Vito Amadori , Huafei Sun

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…

Optimization and Control · Mathematics 2026-03-26 Florentin Goyens , Florian Feppon

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…

Optimization and Control · Mathematics 2024-05-28 Sanchayan Dutta , Xiang Cheng , Suvrit Sra

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…

Optimization and Control · Mathematics 2023-04-19 Jian-Feng Cai , Wen Huang , Haifeng Wang , Ke Wei

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…

Data Structures and Algorithms · Computer Science 2023-04-11 Adrian Vladu

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…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

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,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

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…

Optimization and Control · Mathematics 2022-12-14 Dewei Zhang , Sam Davanloo Tajbakhsh

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…

Optimization and Control · Mathematics 2021-09-03 Wen Huang , Ke Wei

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…

Signal Processing · Electrical Eng. & Systems 2026-05-26 Xiuheng Wang , Ricardo Borsoi , Cédric Richard , Ali H. Sayed

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…

Optimization and Control · Mathematics 2023-08-25 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Pawan Kumar , Junbin Gao

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…

Machine Learning · Computer Science 2021-10-11 Bamdev Mishra , N T V Satyadev , Hiroyuki Kasai , Pratik Jawanpuria

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…

Quantum Physics · Physics 2026-02-25 Zhijian Lai , Hantao Nie , Jiayuan Wu , Dong An

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…

Optimization and Control · Mathematics 2022-11-18 Bin Gao , Nguyen Thanh Son , Tatjana Stykel