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General purpose optimization techniques can be used to solve many problems in engineering computations, although their cost is often prohibitive when the number of degrees of freedom is very large. We describe a multilevel approach to speed…

Optimization and Control · Mathematics 2022-07-26 Rosa Donat , Sergio López Ureña

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

The conjugate gradient method is a crucial first-order optimization method that generally converges faster than the steepest descent method, and its computational cost is much lower than that of second-order methods. However, while various…

Optimization and Control · Mathematics 2024-03-13 Jun Chen , Haishan Ye , Mengmeng Wang , Tianxin Huang , Guang Dai , Ivor W. Tsang , Yong Liu

This paper presents strong worst-case iteration and operation complexity guarantees for Riemannian adaptive regularized Newton methods, a unified framework encompassing both Riemannian adaptive regularization (RAR) methods and Riemannian…

Optimization and Control · Mathematics 2025-05-14 Chenyu Zhang , Rujun Jiang

We consider Riemannian inequality-constrained optimization problems. Such problems inherit the benefits of Riemannian approach developed in the unconstrained setting and naturally arise from applications in control, machine learning, and…

Optimization and Control · Mathematics 2026-05-12 Mitsuaki Obara , Takayuki Okuno , Akiko Takeda

In this paper, the Riemannian gradient algorithm and the natural gradient algorithm are applied to solve descent direction problems on the manifold of positive definite Hermitian matrices, where the geodesic distance is considered as the…

Optimization and Control · Mathematics 2021-06-01 Xiaomin Duan , Huafei Sun , Linyu Peng

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

Ridge regression (RR) is an important machine learning technique which introduces a regularization hyperparameter $\alpha$ to ordinary multiple linear regression for analyzing data suffering from multicollinearity. In this paper, we present…

Quantum Physics · Physics 2021-08-03 Chao-Hua Yu , Fei Gao , Qiao-Yan Wen

Spaces where each element describes a shape, so-called shape spaces, are of particular interest in shape optimization and its applications. Theory and algorithms in shape optimization are often based on techniques from differential…

Optimization and Control · Mathematics 2025-04-01 Lidiya Pryymak , Tim Suchan , Kathrin Welker

In this work, we analyze two of the most fundamental algorithms in geodesically convex optimization: Riemannian gradient descent and (possibly inexact) Riemannian proximal point. We quantify their rates of convergence and produce different…

Optimization and Control · Mathematics 2024-03-18 David Martínez-Rubio , Christophe Roux , Sebastian Pokutta

A novel class of hybrid quantum-classical algorithms based on the variational approach have recently emerged from separate proposals addressing, for example, quantum chemistry and combinatorial problems. These algorithms provide an…

Quantum Physics · Physics 2017-01-09 Gian Giacomo Guerreschi , Mikhail Smelyanskiy

We have developed a couple of optimal damping algorithms (ODAs) for unrestricted Hartree-Fock (UHF) calculations of open-shell molecular systems. A series of equations were derived for both concurrent and alternate constructions of alpha-…

Chemical Physics · Physics 2018-01-25 Jun-ichi Yamamoto , Yuji Mochizuki

Many machine learning tasks, such as principal component analysis and low-rank matrix completion, give rise to manifold optimization problems. Although there is a large body of work studying the design and analysis of algorithms for…

Machine Learning · Computer Science 2024-06-13 Jiaojiao Zhang , Jiang Hu , Anthony Man-Cho So , Mikael Johansson

In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…

Optimization and Control · Mathematics 2024-06-05 Taisei Miyaishi , Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

A Riemannian gradient descent algorithm and a truncated variant are presented to solve systems of phaseless equations $|Ax|^2=y$. The algorithms are developed by exploiting the inherent low rank structure of the problem based on the…

Numerical Analysis · Mathematics 2018-09-11 Jian-Feng Cai , Ke Wei

The numerical solution of the Hartree-Fock equations is a central problem in quantum chemistry for which numerous algorithms exist. Attempts to justify these algorithms mathematically have been made, notably in by Cances and Le Bris in…

Mathematical Physics · Physics 2012-02-03 Antoine Levitt

We analyze convergence of gradient-descent methods on Riemannian manifolds. In particular, we study randomization of Riemannian gradient algorithms for minimizing smooth cost functions (of Morse-Bott type). We prove that randomized gradient…

Optimization and Control · Mathematics 2025-07-08 Emanuel Malvetti , Christian Arenz , Gunther Dirr , Thomas Schulte-Herbrüggen

In this paper, we consider optimizing a smooth, convex, lower semicontinuous function in Riemannian space with constraints. To solve the problem, we first convert it to a dual problem and then propose a general primal-dual algorithm to…

Machine Learning · Computer Science 2020-05-20 Shijun Wang , Baocheng Zhu , Lintao Ma , Yuan Qi

One of the major application areas of interest for both near-term and fault-tolerant quantum computers is the optimization of classical objective functions. In this work, we develop intuitive constructions for a large class of these…

By restricting the iterate on a nonlinear manifold, the recently proposed Riemannian optimization methods prove to be both efficient and effective in low rank tensor completion problems. However, existing methods fail to exploit the easily…

Machine Learning · Statistics 2017-02-24 Tengfei Zhou , Hui Qian , Zebang Shen , Congfu Xu
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