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 …
based optimization with the Langevin dynamics as a case study. We investigate the source …
Proximal gradient method for nonsmooth optimization over the Stiefel manifold
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 …
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 …
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 …
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 …
formulated as optimization with manifold constraints. In this paper, we propose the Manifold …
Projection robust Wasserstein distance and Riemannian optimization
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 …
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
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 …
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
This paper considers optimization problems on Riemannian manifolds and analyzes the
iteration-complexity for gradient and subgradient methods on manifolds with nonnegative …
iteration-complexity for gradient and subgradient methods on manifolds with nonnegative …
A second order nonsmooth variational model for restoring manifold-valued images
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 …
which includes second order differences in the regularization term. While such models were …
First-order algorithms for min-max optimization in geodesic metric spaces
From optimal transport to robust dimensionality reduction, many machine learning
applicationscan be cast into the min-max optimization problems over Riemannian manifolds …
applicationscan be cast into the min-max optimization problems over Riemannian manifolds …