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Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…

Optimization and Control · Mathematics 2025-11-03 Yuhao Zhou , Jintao Xu , Bingrui Li , Chenglong Bao , Chao Ding , Jun Zhu

This paper explores variants of the subspace iteration algorithm for computing approximate invariant subspaces. The standard subspace iteration approach is revisited and new variants that exploit gradient-type techniques combined with a…

Numerical Analysis · Mathematics 2024-05-14 Foivos Alimisis , Yousef Saad , Bart Vandereycken

We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…

Optimization and Control · Mathematics 2026-04-07 Donald Goldfarb , Lexiao Lai , Tianyi Lin , Jiayu Zhang

We develop a new method for equality constrained optimization problems based on a sequential cubic programming framework. Each iteration utilizes a step decomposition based on the Jacobian of the constraints into a normal and a tangential…

Optimization and Control · Mathematics 2026-04-06 Nikos Dimou , Michael J. O'Neill

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

We consider the problem of control in the setting of reinforcement learning (RL), where model information is not available. Policy gradient algorithms are a popular solution approach for this problem and are usually shown to converge to a…

Machine Learning · Computer Science 2023-04-24 Mizhaan Prajit Maniyar , Akash Mondal , Prashanth L. A. , Shalabh Bhatnagar

Bilevel learning has gained prominence in machine learning, inverse problems, and imaging applications, including hyperparameter optimization, learning data-adaptive regularizers, and optimizing forward operators. The large-scale nature of…

Optimization and Control · Mathematics 2025-05-20 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

We consider the fundamental task of optimising a real-valued function defined in a potentially high-dimensional Euclidean space, such as the loss function in many machine-learning tasks or the logarithm of the probability distribution in…

Machine Learning · Statistics 2024-03-20 Marcelo Hartmann , Bernardo Williams , Hanlin Yu , Mark Girolami , Alessandro Barp , Arto Klami

In this paper, we study the efficient numerical integration of functions with sharp gradients and cusps. An adaptive integration algorithm is presented that systematically improves the accuracy of the integration of a set of functions. The…

Numerical Analysis · Mathematics 2021-11-09 S. E. Mousavi , J. E. Pask , N. Sukumar

In the paper, we introduce several accelerate iterative algorithms for solving the multiple-set split common fixed-point problem of quasi-nonexpansive operators in real Hilbert space. Based on primal-dual method, we construct several…

Optimization and Control · Mathematics 2023-06-08 Chenzheng Guo , Jing Zhao

We propose a novel manifold based geometric approach for learning unsupervised alignment of word embeddings between the source and the target languages. Our approach formulates the alignment learning problem as a domain adaptation problem…

Machine Learning · Computer Science 2020-04-21 Pratik Jawanpuria , Mayank Meghwanshi , Bamdev Mishra

This paper presents a perturbation analysis framework for nonsmooth optimization on connected Riemannian manifolds to bridge the gap between the rapid development of algorithmic approaches and a robust theoretical foundation. Using…

Optimization and Control · Mathematics 2025-10-01 Yuexin Zhou , Chao Ding , Yangjing Zhang

Conjugate gradient (CG) methods are widely acknowledged as efficient for minimizing continuously differentiable functions in Euclidean spaces. In recent years, various CG methods have been extended to Riemannian manifold optimization, but…

Optimization and Control · Mathematics 2026-05-26 Chunming Tang , Shaohui Liang , Huangyue Chen

This paper addresses the numerical solution of nonlinear eigenvector problems such as the Gross-Pitaevskii and Kohn-Sham equation arising in computational physics and chemistry. These problems characterize critical points of energy…

Numerical Analysis · Mathematics 2022-04-19 Robert Altmann , Daniel Peterseim , Tatjana Stykel

This paper advocates a novel framework for segmenting a dataset in a Riemannian manifold $M$ into clusters lying around low-dimensional submanifolds of $M$. Important examples of $M$, for which the proposed clustering algorithm is…

Machine Learning · Statistics 2014-10-02 Xu Wang , Konstantinos Slavakis , Gilad Lerman

The Halpern iteration for solving monotone inclusion problems has gained increasing interests in recent years due to its simple form and appealing convergence properties. In this paper, we investigate the inexact variants of the scheme in…

Optimization and Control · Mathematics 2025-05-28 Ling Liang , Zusen Xu , Kim-Chuan Toh , Jia-Jie Zhu

We further research on the accelerated optimization phenomenon on Riemannian manifolds by introducing accelerated global first-order methods for the optimization of $L$-smooth and geodesically convex (g-convex) or $\mu$-strongly g-convex…

Optimization and Control · Mathematics 2023-01-16 David Martínez-Rubio

A nonlinear optimization method is proposed for the solution of inverse medium problems with spatially varying properties. To avoid the prohibitively large number of unknown control variables resulting from standard grid-based…

Numerical Analysis · Mathematics 2023-07-28 Yannik G. Gleichmann , Marcus J. Grote

Distributed optimization is widely used in large-scale and privacy-preserving machine learning, where each agent stores a local objective and communicates only with its neighbors in a connected network. We study decentralized second-order…

Mirror Descent (MD) is a scalable first-order method widely used in large-scale optimization, with applications in image processing, policy optimization, and neural network training. This paper generalizes MD to optimization on Riemannian…

Machine Learning · Statistics 2026-03-19 Jiaxin Jiang , Lei Shi , Jiyuan Tan