Related papers: A Riemannian quasi-Newton algorithm for optimizati…
The problem of finding suitable point embedding or geometric configurations given only Euclidean distance information of point pairs arises both as a core task and as a sub-problem in a variety of machine learning applications. In this…
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 work is on constrained large-scale non-convex optimization where the constraint set implies a manifold structure. Solving such problems is important in a multitude of fundamental machine learning tasks. Recent advances on Riemannian…
Quasi-Newton algorithms are among the most popular iterative methods for solving unconstrained minimization problems, largely due to their favorable superlinear convergence property. However, existing results for these algorithms are…
Riemannian meta-optimization provides a promising approach to solving non-linear constrained optimization problems, which trains neural networks as optimizers to perform optimization on Riemannian manifolds. However, existing Riemannian…
In this article, we derive an iterative scheme through a quasi-Newton technique to capture robust weakly efficient points of uncertain multiobjective optimization problems under the upper set less relation. It is assumed that the set of…
A displacement aggregation strategy is proposed for the curvature pairs stored in a limited-memory BFGS (a.k.a. L-BFGS) method such that the resulting (inverse) Hessian approximations are equal to those that would be derived from a…
In this paper, we study greedy variants of quasi-Newton methods. They are based on the updating formulas from a certain subclass of the Broyden family. In particular, this subclass includes the well-known DFP, BFGS and SR1 updates. However,…
The problem of recovering the configuration of points from their partial pairwise distances, referred to as the Euclidean Distance Matrix Completion (EDMC) problem, arises in a broad range of applications, including sensor network…
Optimization over the Stiefel manifold is a fundamental computational problem in many scientific and engineering applications. Despite considerable research effort, high-dimensional optimization problems over the Stiefel manifold remain…
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…
We study optimization problems on Hadamard manifolds, motivated by recent advances in geometric approaches to optimization on curved spaces, particularly those involving the structure of Busemann functions. We introduce a projection based…
In this paper we present a novel quasi-Newton algorithm for use in stochastic optimisation. Quasi-Newton methods have had an enormous impact on deterministic optimisation problems because they afford rapid convergence and computationally…
Bilevel optimization provides a powerful framework for modelling hierarchical decision-making systems. This work presents a sensitivity-based algorithm that addresses the bilevel structure directly by treating the lower-level optimal…
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…
The Trust Region Subproblem is a fundamental optimization problem that takes a pivotal role in Trust Region Methods. However, the problem, and variants of it, also arise in quite a few other applications. In this article, we present a…
This paper addresses the challenge of developing efficient algorithms for large-scale nonconvex multiobjective optimization problems (MOPs). While quasi-Newton methods are effective, their traditional application to MOPs is computationally…
Linear matrix inequalities (LMIs) are ubiquitous in modern control theory, as well as in a variety of other fields in science and engineering. Their analytic centers, i.e. the maximum determinant elements of the feasible set spanned by…
The application of Riemannian geometry in the decoding of brain-computer interfaces (BCIs) has swiftly garnered attention because of its straightforwardness, precision, and resilience, along with its aptitude for transfer learning, which…
Various tasks in scientific computing can be modeled as an optimization problem on the indefinite Stiefel manifold. We address this using the Riemannian approach, which basically consists of equipping the feasible set with a Riemannian…