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 …

Review on contraction analysis and computation of contraction metrics

P Giesl, S Hafstein, C Kawan - arXiv preprint arXiv:2203.01367, 2022 - arxiv.org
Contraction analysis considers the distance between two adjacent trajectories. If this
distance is contracting, then trajectories have the same long-term behavior. The main …

A manifold inexact augmented Lagrangian method for nonsmooth optimization on Riemannian submanifolds in Euclidean space

K Deng, Z Peng - IMA Journal of Numerical Analysis, 2023 - academic.oup.com
We develop a manifold inexact augmented Lagrangian framework to solve a family of
nonsmooth optimization problem on Riemannian submanifold embedding in Euclidean …

[HTML][HTML] Subgradient algorithm for computing contraction metrics for equilibria

P Giesl, S Hafstein, M Haraldsdottir… - Journal of …, 2023 - aimsciences.org
We propose a subgradient algorithm for the computation of contraction metrics for systems
with an exponentially stable equilibrium. We show that for sufficiently smooth systems our …

Convergence analysis of incremental quasi-subgradient method on Riemannian manifolds with lower bounded curvature

Q Hasan Ansari, M Uddin - Optimization, 2024 - Taylor & Francis
We study the convergence analysis of the incremental quasi-subgradient method for solving
the sum of geodesic quasi-convex functions on Riemannian manifolds whose sectional …

Geometric optimisation on manifolds with applications to deep learning

M Lezcano-Casado - arXiv preprint arXiv:2203.04794, 2022 - arxiv.org
We design and implement a Python library to help the non-expert using all these powerful
tools in a way that is efficient, extensible, and simple to incorporate into the workflow of the …

A communication-efficient and privacy-aware distributed algorithm for sparse PCA

L Wang, X Liu, Y Zhang - Computational Optimization and Applications, 2023 - Springer
Sparse principal component analysis (PCA) improves interpretability of the classic PCA by
introducing sparsity into the dimension-reduction process. Optimization models for sparse …

A subgradient algorithm for data-rate optimization in the remote state estimation problem

C Kawan, S Hafstein, P Giesl - SIAM Journal on Applied Dynamical Systems, 2021 - SIAM
In the remote state estimation problem, an observer tries to reconstruct the state of a
dynamical system at a remote location, where no direct sensor measurements are available …

Curvature-dependant global convergence rates for optimization on manifolds of bounded geometry

M Lezcano-Casado - arXiv preprint arXiv:2008.02517, 2020 - arxiv.org
We give curvature-dependant convergence rates for the optimization of weakly convex
functions defined on a manifold of 1-bounded geometry via Riemannian gradient descent …

A projected subgradient method for the computation of adapted metrics for dynamical systems

M Louzeiro, C Kawan, S Hafstein, P Giesl… - SIAM Journal on Applied …, 2022 - SIAM
In this paper, we extend a recently established subgradient method for the computation of
Riemannian metrics that optimizes certain singular value functions associated with …