A brief introduction to manifold optimization

J Hu, X Liu, ZW Wen, YX Yuan - … of the Operations Research Society of …, 2020 - Springer
Manifold optimization is ubiquitous in computational and applied mathematics, statistics,
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 …

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 …

[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 …

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 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 …

A constraint dissolving approach for nonsmooth optimization over the Stiefel manifold

X Hu, N Xiao, X Liu, KC Toh - IMA Journal of Numerical Analysis, 2024 - academic.oup.com
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 …

Block coordinate descent on smooth manifolds: Convergence theory and twenty-one examples

L Peng, R Vidal - arXiv preprint arXiv:2305.14744, 2023 - arxiv.org
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 …

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 …