A brief introduction to manifold optimization
Manifold optimization is ubiquitous in computational and applied mathematics, statistics,
engineering, machine learning, physics, chemistry, etc. One of the main challenges usually …
engineering, machine learning, physics, chemistry, etc. One of the main challenges usually …
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 …
[图书][B] Riemannian optimization and its applications
H Sato - 2021 - Springer
Mathematical optimization is an important branch of applied mathematics. Different classes
of optimization problems are categorized based on their problem structures. While there are …
of optimization problems are categorized based on their problem structures. While there are …
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 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 …
A constraint dissolving approach for nonsmooth optimization over the Stiefel manifold
This paper focuses on the minimization of a possibly nonsmooth objective function over the
Stiefel manifold. The existing approaches either lack efficiency or can only tackle prox …
Stiefel manifold. The existing approaches either lack efficiency or can only tackle prox …
Block coordinate descent on smooth manifolds: Convergence theory and twenty-one examples
Block coordinate descent is an optimization paradigm that iteratively updates one block of
variables at a time, making it quite amenable to big data applications due to its scalability …
variables at a time, making it quite amenable to big data applications due to its scalability …
A dynamic smoothing technique for a class of nonsmooth optimization problems on manifolds
A Beck, I Rosset - SIAM Journal on Optimization, 2023 - SIAM
We consider the problem of minimizing the sum of a smooth nonconvex function and a
nonsmooth convex function over a compact embedded submanifold. We describe an …
nonsmooth convex function over a compact embedded submanifold. We describe an …