相关论文: On the globalization of Riemannian Newton method

We consider the tomography problem of recovering a covector field on a simple Riemannian manifold based on its weighted Doppler transformation over a family of curves $\Gamma$. This is a generalization of the attenuated Doppler transform.…

We study the convergence properties of Riemannian gradient method for solving the consensus problem (for an undirected connected graph) over the Stiefel manifold. The Stiefel manifold is a non-convex set and the standard notion of averaging…

In this paper, we propose a simple acceleration scheme for Riemannian gradient methods by extrapolating iterates on manifolds. We show when the iterates are generated from Riemannian gradient descent method, the accelerated scheme achieves…

We consider the standard optimistic bilevel optimization problem, in particular upper- and lower-level constraints can be coupled. By means of the lower-level value function, the problem is transformed into a single-level optimization…

We propose a novel method that solves global optimization problems in two steps: (1) perform a (exponential) power-$N$ transformation to the not-necessarily differentiable objective function $f$ and get $f_N$, and (2) optimize the…

We derive a formula for the global gravitational anomaly of the self-dual field theory on an arbitrary compact oriented Riemannian manifold. Along the way, we uncover interesting links between the theory of determinant line bundles of Dirac…

In this paper, we propose a first second-order scheme based on arbitrary non-Euclidean norms, incorporated by Bregman distances. They are introduced directly in the Newton iterate with regularization parameter proportional to the square…

Newton-type methods enjoy fast local convergence and strong empirical performance, but achieving global guarantees comparable to first-order methods remains challenging. Even for simple strongly convex problems, no straightforward variant…

We consider the phase retrieval problem, which involves recovering a rank-one positive semidefinite matrix from rank-one measurements. A recently proposed algorithm based on Bures-Wasserstein gradient descent (BWGD) exhibits superlinear…

In this paper we present a cubic regularized Newton's method to minimize a smooth function over a Riemannian manifold. The proposed algorithm is shown to reach a second-order $\epsilon$-stationary point within…

We present necessary and sufficient conditions to have global hypoellipticity and global solvability for a class of vector fields defined on a product of compact Lie groups. In view of Greenfield's and Wallach's conjecture, about the…

We analyze backward step control globalization for finding zeros of G\^ateaux-differentiable functions that map from a Banach space to a Hilbert space. The results include global convergence to a distinctive solution characterized by…

Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…

Numerous problems in optics, quantum physics, stability analysis, and control of dynamical systems can be brought to an optimization problem with matrix variable subjected to the symplecticity constraint. As this constraint nicely forms a…

The Worldvolume Hybrid Monte Carlo method (WV-HMC method) [arXiv:2012.08468] is a reliable and versatile algorithm towards solving the sign problem. Similarly to the tempered Lefschetz thimble method, this method removes the ergodicity…

Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…

In this paper, we propose the first sketch-and-project Newton method with fast $\mathcal O(k^{-2})$ global convergence rate for self-concordant functions. Our method, SGN, can be viewed in three ways: i) as a sketch-and-project algorithm…

In this paper we propose a Newton method for shape functions defined on an image set generated by the (Micheletti) metric group. We review basic properties of the metric group and a quotient associated with the metric group and a fixed…

A new numerical method for an inverse problem for an elliptic equation with unknown potential is proposed. In this problem the point source is running along a straight line and the source-dependent Dirichlet boundary condition is measured…

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…