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 …

Proximal point algorithm on Riemannian manifolds

OP Ferreira, PR Oliveira - Optimization, 2002 - Taylor & Francis
In this paper we consider the minimization problem with constraints. We will show that if the
set of constraints is a Riemannian manifold of nonpositive sectional curvature, and the …

[图书][B] Smooth nonlinear optimization in Rn

T Rapcsák - 2013 - books.google.com
Experience gained during a ten-year long involvement in modelling, program ming and
application in nonlinear optimization helped me to arrive at the conclusion that in the interest …

MADMM: a generic algorithm for non-smooth optimization on manifolds

A Kovnatsky, K Glashoff, MM Bronstein - … 11-14, 2016, Proceedings, Part V …, 2016 - Springer
Numerous problems in computer vision, pattern recognition, and machine learning are
formulated as optimization with manifold constraints. In this paper, we propose the Manifold …

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 …

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 …

Iteration-complexity of gradient, subgradient and proximal point methods on Riemannian manifolds

GC Bento, OP Ferreira, JG Melo - Journal of Optimization Theory and …, 2017 - Springer
This paper considers optimization problems on Riemannian manifolds and analyzes the
iteration-complexity for gradient and subgradient methods on manifolds with nonnegative …

A second order nonsmooth variational model for restoring manifold-valued images

M Bacák, R Bergmann, G Steidl, A Weinmann - SIAM Journal on Scientific …, 2016 - SIAM
We introduce a new nonsmooth variational model for the restoration of manifold-valued data
which includes second order differences in the regularization term. While such models were …

First-order algorithms for min-max optimization in geodesic metric spaces

M Jordan, T Lin… - Advances in Neural …, 2022 - proceedings.neurips.cc
From optimal transport to robust dimensionality reduction, many machine learning
applicationscan be cast into the min-max optimization problems over Riemannian manifolds …