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 …

[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 …

Riemannian proximal gradient methods

W Huang, K Wei - Mathematical Programming, 2022 - Springer
In the Euclidean setting the proximal gradient method and its accelerated variants are a
class of efficient algorithms for optimization problems with decomposable objective. In this …

From Nesterov's estimate sequence to Riemannian acceleration

K Ahn, S Sra - Conference on Learning Theory, 2020 - proceedings.mlr.press
We propose the first global accelerated gradient method for Riemannian manifolds. Toward
establishing our results, we revisit Nesterov's estimate sequence technique and develop a …

Understanding and accelerating particle-based variational inference

C Liu, J Zhuo, P Cheng, R Zhang… - … Conference on Machine …, 2019 - proceedings.mlr.press
Particle-based variational inference methods (ParVIs) have gained attention in the Bayesian
inference literature, for their capacity to yield flexible and accurate approximations. We …

A continuous-time perspective for modeling acceleration in Riemannian optimization

F Alimisis, A Orvieto, G Bécigneul… - International …, 2020 - proceedings.mlr.press
We propose a novel second-order ODE as the continuous-time limit of a Riemannian
accelerated gradient-based method on a manifold with curvature bounded from below. This …

Accelerated gradient methods for geodesically convex optimization: Tractable algorithms and convergence analysis

J Kim, I Yang - International Conference on Machine …, 2022 - proceedings.mlr.press
We propose computationally tractable accelerated first-order methods for Riemannian
optimization, extending the Nesterov accelerated gradient (NAG) method. For both …

Decentralized riemannian algorithm for nonconvex minimax problems

X Wu, Z Hu, H Huang - Proceedings of the AAAI Conference on Artificial …, 2023 - ojs.aaai.org
The minimax optimization over Riemannian manifolds (possibly nonconvex constraints) has
been actively applied to solve many problems, such as robust dimensionality reduction and …

Faster first-order methods for stochastic non-convex optimization on Riemannian manifolds

P Zhou, XT Yuan, J Feng - The 22nd International …, 2019 - proceedings.mlr.press
Abstract SPIDER (Stochastic Path Integrated Differential EstimatoR) is an efficient gradient
estimation technique developed for non-convex stochastic optimization. Although having …

Geomstats: a Python package for Riemannian geometry in machine learning

N Miolane, N Guigui, A Le Brigant, J Mathe… - Journal of Machine …, 2020 - jmlr.org
We introduce Geomstats, an open-source Python package for computations and statistics on
nonlinear manifolds such as hyperbolic spaces, spaces of symmetric positive definite …