Related papers: Rank-one Riemannian Subspace Descent for Nonlinear…
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.…
In this paper, we propose two regularized proximal quasi-Newton methods with symmetric rank-1 update of the metric (SR1 quasi-Newton) to solve non-smooth convex additive composite problems. Both algorithms avoid using line search or other…
Recent works have demonstrated promising performances of neural networks on hyperbolic spaces and symmetric positive definite (SPD) manifolds. These spaces belong to a family of Riemannian manifolds referred to as symmetric spaces of…
We propose to use stochastic Riemannian coordinate descent on the orthogonal group for recurrent neural network training. The algorithm rotates successively two columns of the recurrent matrix, an operation that can be efficiently…
Recent advancements in data science have significantly elevated the importance of orthogonally constrained optimization problems. The Riemannian approach has become a popular technique for addressing these problems due to the advantageous…
Derivative-free Riemannian optimization (DFRO) aims to minimize an objective function using only function evaluations, under the constraint that the decision variables lie on a Riemannian manifold. The rapid increase in problem dimensions…
We consider the problem of computing tractable approximations of time-dependent d x d large positive semi-definite (PSD) matrices defined as solutions of a matrix differential equation. We propose to use "low-rank plus diagonal" PSD…
This study develops identification methods for linear continuous-time symmetric systems, such as electrical network systems, multi-agent network systems, and temperature dynamics in buildings. To this end, we formulate three system…
We introduce novel dynamical low-rank methods for solving large-scale matrix differential equations, motivated by algorithms from randomized numerical linear algebra. In terms of performance (cost and accuracy), our methods overperform…
We consider stochastic zeroth-order optimization over Riemannian submanifolds embedded in Euclidean space, where the task is to solve Riemannian optimization problem with only noisy objective function evaluations. Towards this, our main…
We explore the use of tools from Riemannian geometry for the analysis of symmetric positive definite matrices (SPD). An SPD matrix is a versatile data representation that is commonly used in chemical engineering (e.g.,…
This paper proposes a dual Riemannian alternating direction method of multipliers (ADMM) for solving low-rank semidefinite programs with unit diagonal constraints. We recast the ADMM subproblem as a Riemannian optimization problem over the…
We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…
We introduce a family of numerical algorithms for the solution of linear system in higher dimensions with the matrix and right hand side given and the solution sought in the tensor train format. The proposed methods are rank--adaptive and…
In this paper, we target the problem of sufficient dimension reduction with symmetric positive definite matrices valued responses. We propose the intrinsic minimum average variance estimation method and the intrinsic outer product gradient…
We analyze inexact Riemannian gradient descent (RGD) where Riemannian gradients and retractions are inexactly (and cheaply) computed. Our focus is on understanding when inexact RGD converges and what is the complexity in the general…
In many problems in Computational Physics and Chemistry, one finds a special kind of sparse matrices, termed "banded matrices". These matrices, which are defined as having non-zero entries only within a given distance from the main…
Many computer vision problems (e.g., camera calibration, image alignment, structure from motion) are solved with nonlinear optimization methods. It is generally accepted that second order descent methods are the most robust, fast, and…
We propose a new method for robust PCA -- the task of recovering a low-rank matrix from sparse corruptions that are of unknown value and support. Our method involves alternating between projecting appropriate residuals onto the set of…
We address an algorithm for the least squares fitting of a subset of the eigenvalues of an unknown Hermitian matrix lying an an affine subspace, called the Lift and Projection (LP) method, due to Chen and Chu (SIAM Journal on Numerical…