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 …
Review on contraction analysis and computation of contraction metrics
Contraction analysis considers the distance between two adjacent trajectories. If this
distance is contracting, then trajectories have the same long-term behavior. The main …
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 …
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 …
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 …
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 …
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
Sparse principal component analysis (PCA) improves interpretability of the classic PCA by
introducing sparsity into the dimension-reduction process. Optimization models for sparse …
introducing sparsity into the dimension-reduction process. Optimization models for sparse …
A subgradient algorithm for data-rate optimization in the remote state estimation problem
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 …
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 …
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
In this paper, we extend a recently established subgradient method for the computation of
Riemannian metrics that optimizes certain singular value functions associated with …
Riemannian metrics that optimizes certain singular value functions associated with …