Related papers: On Relatively Smooth Optimization over Riemannian …

Stochastic variance reduction algorithms have recently become popular for minimizing the average of a large, but finite, number of loss functions. In this paper, we propose a novel Riemannian extension of the Euclidean stochastic variance…

We propose a novel second-order ODE as the continuous-time limit of a Riemannian accelerated gradient-based method on a manifold with curvature bounded from below. This ODE can be seen as a generalization of the ODE derived for Euclidean…

We consider discretized two-dimensional PDE-constrained shape optimization problems, in which shapes are represented by triangular meshes. Given the connectivity, the space of admissible vertex positions was recently identified to be a…

Riemannian geometry provides the fundamental framework for optimization on nonlinear spaces such as matrix manifolds, which arise in machine learning, signal processing, and robotics. While the underlying theory is classical, existing…

We propose a novel Riemannian method for solving the Extreme multi-label classification problem that exploits the geometric structure of the sparse low-dimensional local embedding models. A constrained optimization problem is formulated as…

Decentralized optimization on Riemannian manifolds is foundational for many modern machine learning and signal processing applications in which data are non-Euclidean and generated and processed in a distributed manner. Although intrinsic…

This paper focus on the minimization of a possibly nonsmooth objective function over the Stiefel manifold. The existing approaches either lack efficiency or can only tackle prox-friendly objective functions. We propose a constraint…

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

The steepest descent method for multiobjective optimization on Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. The aim of the paper is twofold. Firstly, an asymptotic analysis of the method is…

This paper is devoted to studying an augmented Lagrangian method for solving a class of manifold optimization problems, which have nonsmooth objective functions and nonlinear constraints. Under the constant positive linear dependence…

Interior-point methods offer a highly versatile framework for convex optimization that is effective in theory and practice. A key notion in their theory is that of a self-concordant barrier. We give a suitable generalization of…

This paper presents a Riemannian metric-based model to solve the optimal path planning problem on two-dimensional smooth submanifolds in high-dimensional space. Our model is based on constructing a new Riemannian metric on a two-dimensional…

The numerical simulation of realistic reactive flows is a major challenge due to the stiffness and high dimension of the corresponding kinetic differential equations. Manifold-based model reduction techniques address this problem by…

We consider the problem of minimizing the sum of non-smooth convex functions in non-Euclidean spaces, e.g., probability simplex, via only local computation and communication on an undirected graph. We propose two algorithms motivated by…

We present the Multilevel Bregman Proximal Gradient Descent (ML BPGD) method, a novel multilevel optimization framework tailored to constrained convex problems with relative Lipschitz smoothness. Our approach extends the classical…

We propose a stochastic recursive momentum method for Riemannian non-convex optimization that achieves a near-optimal complexity of $\tilde{\mathcal{O}}(\epsilon^{-3})$ to find $\epsilon$-approximate solution with one sample. That is, our…

Variance reduction techniques are popular in accelerating gradient descent and stochastic gradient descent for optimization problems defined on both Euclidean space and Riemannian manifold. In this paper, we further improve on existing…

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…

The Euclidean projection onto a convex set is an important problem that arises in numerous constrained optimization tasks. Unfortunately, in many cases, computing projections is computationally demanding. In this work, we focus on…

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…