Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem

A Wibisono - Conference on Learning Theory, 2018 - proceedings.mlr.press
We study sampling as optimization in the space of measures. We focus on gradient flow-
based optimization with the Langevin dynamics as a case study. We investigate the source …

Proximal gradient method for nonsmooth optimization over the Stiefel manifold

S Chen, S Ma, A Man-Cho So, T Zhang - SIAM Journal on Optimization, 2020 - SIAM
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 …

Monotone vector fields and the proximal point algorithm on Hadamard manifolds

C Li, G López, V Martín-Márquez - Journal of the London …, 2009 - academic.oup.com
The maximal monotonicity notion in Banach spaces is extended to Riemannian manifolds of
nonpositive sectional curvature, Hadamard manifolds, and proved to be equivalent to the …

The proximal point algorithm in metric spaces

M Bačák - Israel journal of mathematics, 2013 - Springer
The proximal point algorithm, which is a well-known tool for finding minima of convex
functions, is generalized from the classical Hilbert space framework into a nonlinear setting …

Riemannian proximal gradient methods

W Huang, K Wei - Mathematical Programming, 2022 - Springer
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 …

Variational inequalities on Hadamard manifolds

SZ Németh - Nonlinear Analysis: Theory, Methods & Applications, 2003 - Elsevier
The notion of variational inequalities is extended to Hadamard manifolds and related to
geodesic convex optimization problems. Existence and uniqueness theorems for variational …

Projection robust Wasserstein distance and Riemannian optimization

T Lin, C Fan, N Ho, M Cuturi… - Advances in neural …, 2020 - proceedings.neurips.cc
Projection robust Wasserstein (PRW) distance, or Wasserstein projection pursuit (WPP), is a
robust variant of the Wasserstein distance. Recent work suggests that this quantity is more …

Equilibrium problems in Hadamard manifolds

V Colao, G López, G Marino… - Journal of Mathematical …, 2012 - Elsevier
An equilibrium theory is developed in Hadamard manifolds. The existence of equilibrium
points for a bifunction is proved under suitable conditions, and applications to variational …

Weakly convex optimization over Stiefel manifold using Riemannian subgradient-type methods

X Li, S Chen, Z Deng, Q Qu, Z Zhu… - SIAM Journal on …, 2021 - SIAM
We consider a class of nonsmooth optimization problems over the Stiefel manifold, in which
the objective function is weakly convex in the ambient Euclidean space. Such problems are …

Riemannian stochastic optimization methods avoid strict saddle points

YP Hsieh, MR Karimi Jaghargh… - Advances in …, 2024 - proceedings.neurips.cc
Many modern machine learning applications-from online principal component analysis to
covariance matrix identification and dictionary learning-can be formulated as minimization …