Related papers: A Riemannian Accelerated Proximal Gradient Method

We develop a new Riemannian descent algorithm that relies on momentum to improve over existing first-order methods for geodesically convex optimization. In contrast, accelerated convergence rates proved in prior work have only been shown to…

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…

This paper considers the problem of minimizing the summation of a differentiable function and a nonsmooth function on a Riemannian manifold. In recent years, proximal gradient method and its invariants have been generalized to the…

The nonlinear conjugate gradient methods are known to be an effective approach for standard unconstrained optimization problems especially for large-scale problems. This paper proposes a proximal nonlinear conjugate gradient method, which…

In this work we propose a differential geometric motivation for Nesterov's accelerated gradient method (AGM) for strongly-convex problems. By considering the optimization procedure as occurring on a Riemannian manifold with a natural…

This paper considers optimization problems on Riemannian manifolds and analyzes iteration-complexity for gradient and subgradient methods on manifolds with non-negative curvature. By using tools from the Riemannian convex analysis and…

We consider the problem of optimizing the sum of a smooth convex function and a non-smooth convex function using proximal-gradient methods, where an error is present in the calculation of the gradient of the smooth term or in the proximity…

In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…

This paper proposes a Riemannian Multiobjective Proximal Gradient Method (RMPGM) for composite optimization problems on manifolds. Unlike scalarization-based approaches, the proposed framework directly handles vector-valued objectives and…

Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Nonsmooth nonconvex-concave minimax problems have attracted significant attention due to their wide applications in many fields. In this paper, we consider a class of nonsmooth nonconvex-concave minimax problems on Riemannian manifolds.…

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 on Hadamard manifolds -- the natural Riemannian setting for globally geodesically convex problems -- relies on exponential maps to retract tangent vectors and parallel transport to connect tangent spaces across the manifold.…

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…

The proximal gradient algorithm has been popularly used for convex optimization. Recently, it has also been extended for nonconvex problems, and the current state-of-the-art is the nonmonotone accelerated proximal gradient algorithm.…

This work presents a universal accelerated first-order primal-dual method for affinely constrained convex optimization problems. It can handle both Lipschitz and H\"{o}lder gradients but does not need to know the smoothness level of the…

We give an effective solution to the regularized optimization problem $g (\boldsymbol{x}) + h (\boldsymbol{x})$, where $\boldsymbol{x}$ is constrained on the unit sphere $\Vert \boldsymbol{x} \Vert_2 = 1$. Here $g (\cdot)$ is a smooth cost…

In this paper, we consider the problem of minimizing a smooth function on a Riemannian manifold and present a Riemannian gradient method with momentum. The proposed algorithm represents a substantial and nontrivial extension of a recently…

We analyze the convergence rate of the monotone accelerated proximal gradient method, which can be used to solve structured convex composite optimization problems. A linear convergence rate is established when the smooth part of the…