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 …

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 …

A riemannian block coordinate descent method for computing the projection robust wasserstein distance

M Huang, S Ma, L Lai - International Conference on …, 2021 - proceedings.mlr.press
The Wasserstein distance has become increasingly important in machine learning and deep
learning. Despite its popularity, the Wasserstein distance is hard to approximate because of …

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 …

Riemannian conjugate gradient methods with inverse retraction

X Zhu, H Sato - Computational Optimization and Applications, 2020 - Springer
We propose a new class of Riemannian conjugate gradient (CG) methods, in which inverse
retraction is used instead of vector transport for search direction construction. In existing …

Primal-dual optimization algorithms over Riemannian manifolds: an iteration complexity analysis

J Zhang, S Ma, S Zhang - Mathematical Programming, 2020 - Springer
In this paper we study nonconvex and nonsmooth multi-block optimization over Euclidean
embedded (smooth) Riemannian submanifolds with coupled linear constraints. Such …

A cubic regularized Newton's method over Riemannian manifolds

J Zhang, S Zhang - arxiv preprint arxiv:1805.05565, 2018 - arxiv.org
In this paper we present a cubic regularized Newton's method to minimize a smooth function
over a Riemannian manifold. The proposed algorithm is shown to reach a second-order …

Two-sample test with kernel projected wasserstein distance

J Wang, R Gao, Y **e - arxiv preprint arxiv:2102.06449, 2021 - arxiv.org
We develop a kernel projected Wasserstein distance for the two-sample test, an essential
building block in statistics and machine learning: given two sets of samples, to determine …

Nonsmooth Optimization over the Stiefel Manifold and Beyond: Proximal Gradient Method and Recent Variants

S Chen, S Ma, A Man-Cho So, T Zhang - SIAM Review, 2024 - 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 …

Riemannian natural gradient methods

J Hu, R Ao, AMC So, M Yang, Z Wen - SIAM Journal on Scientific Computing, 2024 - SIAM
This paper studies large-scale optimization problems on Riemannian manifolds whose
objective function is a finite sum of negative log-probability losses. Such problems arise in …