Related papers: Horospherically Convex Optimization on Hadamard Ma…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
Hidden convexity is a powerful idea in optimization: under the right transformations, nonconvex problems that are seemingly intractable can be solved efficiently using convex optimization. We introduce the notion of a Lagrangian dual…
We study decentralized online Riemannian optimization over manifolds with possibly positive curvature, going beyond the Hadamard manifold setting. Decentralized optimization techniques rely on a consensus step that is well understood in…
In this paper, we present an adaptive gradient descent method for geodesically convex optimization on a Riemannian manifold with nonnegative sectional curvature. The method automatically adapts to the local geometry of the function and does…
Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…
We consider a class of nonsmooth optimization problems over the Stiefel manifold, in which the objective function is weakly convex in the ambient Euclidean space. Such problems are ubiquitous in engineering applications but still largely…
We develop new adaptive algorithms for variational inequalities with monotone operators, which capture many problems of interest, notably convex optimization and convex-concave saddle point problems. Our algorithms automatically adapt to…
An important concept of convexificators has been extended to Hadamard manifolds in this paper. The mean value theorem for convexificators on the Hadamard manifold has also been derived. Monotonicity of the bounded convexificators has been…
Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is…
We study some methods of subgradient projections for solving a convex feasibility problem with general (not necessarily hyperplanes or half-spaces) convex sets in the inconsistent case and propose a strategy that controls the relaxation…
In this article, we study strictly convex functions on Riemannian manifolds without focal points, a broad class of manifolds encompassing all Hadamard manifolds as well as a large collection of manifolds whose sectional curvatures change…
Geodesic metric spaces support a variety of averaging constructions for given finite sets. Computing such averages has generated extensive interest in diverse disciplines. Here we consider the inverse problem of recognizing computationally…
This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…
In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization, with a focus on addressing constrained optimization, high-dimensional setting and saddle-point avoiding. To handle…
This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…
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…
We study a class of optimization problems including matrix scaling, matrix balancing, multidimensional array scaling, operator scaling, and tensor scaling that arise frequently in theory and in practice. Some of these problems, such as…
This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…
We extend the notion of convexity of functions defined on global nonpositive curvature spaces by introducing (geodesically) $h$-convex functions. We prove estimates of Hermite-Hadamard type via Katugampola's fractional integrals. We obtain…
In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…