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We consider the problem of minimizing a function over the manifold of orthogonal matrices. The majority of algorithms for this problem compute a direction in the tangent space, and then use a retraction to move in that direction while…

机器学习 · 统计学 2022-02-01 Pierre Ablin , Gabriel Peyré

Finding an unsupervised decomposition of an image into individual objects is a key step to leverage compositionality and to perform symbolic reasoning. Traditionally, this problem is solved using amortized inference, which does not…

计算机视觉与模式识别 · 计算机科学 2022-10-27 Pradyumna Reddy , Paul Guerrero , Niloy J. Mitra

In algorithms for solving optimization problems constrained to a smooth manifold, retractions are a well-established tool to ensure that the iterates stay on the manifold. More recently, it has been demonstrated that retractions are a…

数值分析 · 数学 2024-03-11 Axel Séguin , Gianluca Ceruti , Daniel Kressner

In this work, we are concerned with the worst case complexity analysis of "a posteriori" methods for unconstrained multi-objective optimization problems where objective function values can only be obtained by querying a black box. We…

最优化与控制 · 数学 2025-05-26 Giampaolo Liuzzi , Stefano Lucidi

We consider the proximal gradient method on Riemannian manifolds for functions that are possibly not geodesically convex. Starting from the forward-backward-splitting, we define an intrinsic variant of the proximal gradient method that uses…

最优化与控制 · 数学 2025-06-12 Ronny Bergmann , Hajg Jasa , Paula John , Max Pfeffer

We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…

最优化与控制 · 数学 2017-06-20 Quang Van Nguyen , Olivier Fercoq , Volkan Cevher

We propose a new algorithm to solve optimization problems of the form $\min f(X)$ for a smooth function $f$ under the constraints that $X$ is positive semidefinite and the diagonal blocks of $X$ are small identity matrices. Such problems…

最优化与控制 · 数学 2016-01-07 Nicolas Boumal

We consider optimization problems over the Stiefel manifold whose objective function is the summation of a smooth function and a nonsmooth function. Existing methods for solving this kind of problems can be classified into three classes.…

最优化与控制 · 数学 2019-05-14 Shixiang Chen , Shiqian Ma , Anthony Man-Cho So , Tong Zhang

In this paper, we consider a class of structured nonsmooth optimization problems over an embedded submanifold of a Euclidean space, where the first part of the objective is the sum of a difference-of-convex (DC) function and a smooth…

最优化与控制 · 数学 2025-11-07 Qia Li , Na Zhang , Junyu Feng , Hanwei Yan

We describe the first gradient methods on Riemannian manifolds to achieve accelerated rates in the non-convex case. Under Lipschitz assumptions on the Riemannian gradient and Hessian of the cost function, these methods find approximate…

最优化与控制 · 数学 2021-11-29 Christopher Criscitiello , Nicolas Boumal

Riemannian optimization has drawn a lot of attention due to its wide applications in practice. Riemannian stochastic first-order algorithms have been studied in the literature to solve large-scale machine learning problems over Riemannian…

最优化与控制 · 数学 2022-03-22 Bokun Wang , Shiqian Ma , Lingzhou Xue

We study projection-free methods for constrained Riemannian optimization. In particular, we propose the Riemannian Frank-Wolfe (RFW) method. We analyze non-asymptotic convergence rates of RFW to an optimum for (geodesically) convex…

最优化与控制 · 数学 2021-11-29 Melanie Weber , Suvrit Sra

Many classical and modern machine learning algorithms require solving optimization tasks under orthogonality constraints. Solving these tasks with feasible methods requires a gradient descent update followed by a retraction operation on the…

最优化与控制 · 数学 2024-12-10 Youbang Sun , Shixiang Chen , Alfredo Garcia , Shahin Shahrampour

In this study, we investigate stochastic optimization on Riemannian manifolds, focusing on the crucial variance reduction mechanism used in both Euclidean and Riemannian settings. Riemannian variance-reduced methods usually involve a…

机器学习 · 计算机科学 2024-03-12 Yury Demidovich , Grigory Malinovsky , Peter Richtárik

This paper concerns an extension of discrete gradient methods to finite-dimensional Riemannian manifolds termed discrete Riemannian gradients, and their application to dissipative ordinary differential equations. This includes Riemannian…

数值分析 · 数学 2018-10-10 Elena Celledoni , Sølve Eidnes , Brynjulf Owren , Torbjørn Ringholm

Gradient descent with momentum has been widely applied in various signal processing and machine learning tasks, demonstrating a notable empirical advantage over standard gradient descent. However, momentum-based distributed Riemannian…

最优化与控制 · 数学 2026-02-17 Jun Chen , Tianyi Zhu , Haishan Ye , Lina Liu , Guang Dai , Yong Liu , Yunliang Jiang , Ivor W. Tsang

We study optimization of finite sums of geodesically smooth functions on Riemannian manifolds. Although variance reduction techniques for optimizing finite-sums have witnessed tremendous attention in the recent years, existing work is…

最优化与控制 · 数学 2017-04-11 Hongyi Zhang , Sashank J. Reddi , Suvrit Sra

Designing dynamically feasible trajectories for rigid bodies is a fundamental problem in robotics. Although direct trajectory optimization is widely applied to solve this problem, inappropriate parameterizations of rigid body dynamics often…

机器人学 · 计算机科学 2025-05-06 Sangli Teng , Tzu-Yuan Lin , William A Clark , Ram Vasudevan , Maani Ghaffari

We introduce a Riemannian optimistic online learning algorithm for Hadamard manifolds based on inexact implicit updates. Unlike prior work, our method can handle in-manifold constraints, and matches the best known regret bounds in the…

最优化与控制 · 数学 2025-01-31 Christophe Roux , David Martínez-Rubio , Sebastian Pokutta

Optimization on manifolds is a rapidly developing branch of nonlinear optimization. Its focus is on problems where the smooth geometry of the search space can be leveraged to design efficient numerical algorithms. In particular,…

数学软件 · 计算机科学 2016-01-07 Nicolas Boumal , Bamdev Mishra , P. -A. Absil , Rodolphe Sepulchre