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 …

A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of

C Zhang, X Chen, S Ma - Mathematics of Operations …, 2024 - pubsonline.informs.org
In this paper, we study the generalized subdifferentials and the Riemannian gradient
subconsistency that are the basis for non-Lipschitz optimization on embedded submanifolds …

A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds

Y Zhou, C Bao, C Ding, J Zhu - Mathematical Programming, 2023 - Springer
This paper is devoted to studying an augmented Lagrangian method for solving a class of
manifold optimization problems, which have nonsmooth objective functions and nonlinear …

Fair canonical correlation analysis

Z Zhou, D Ataee Tarzanagh, B Hou… - Advances in …, 2024 - proceedings.neurips.cc
This paper investigates fairness and bias in Canonical Correlation Analysis (CCA), a widely
used statistical technique for examining the relationship between two sets of variables. We …

Robust low-rank matrix completion via an alternating manifold proximal gradient continuation method

M Huang, S Ma, L Lai - IEEE Transactions on Signal …, 2021 - ieeexplore.ieee.org
Robust low-rank matrix completion (RMC), or robust principal component analysis with
partially observed data, has been studied extensively for computer vision, signal processing …

A Selective Overview of Recent Advances in Spectral Clustering and Their Applications

Y Xu, A Srinivasan, L Xue - Modern Statistical Methods for Health …, 2021 - Springer
Clustering is a key technique in segmenting data into different groups of similar
observations. As clustering is an unsupervised learning method, the latent cluster …

Riemannian stochastic proximal gradient methods for nonsmooth optimization over the Stiefel manifold

B Wang, S Ma, L Xue - Journal of machine learning research, 2022 - jmlr.org
Riemannian optimization has drawn a lot of attention due to its wide applications in practice.
Riemannian stochastic first-order algorithms have been studied in the literature to solve …

A manifold proximal linear method for sparse spectral clustering with application to single-cell RNA sequencing data analysis

Z Wang, B Liu, S Chen, S Ma, L Xue… - INFORMS Journal on …, 2022 - pubsonline.informs.org
Spectral clustering is one of the fundamental unsupervised learning methods and is widely
used in data analysis. Sparse spectral clustering (SSC) imposes sparsity to the spectral …

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 …

Exact Penalty Function for Norm Minimization over the Stiefel Manifold

N Xiao, X Liu, Y Yuan - SIAM Journal on Optimization, 2021 - SIAM
2,1 norm minimization with orthogonality constraints, which comprise a feasible region
called the Stiefel manifold, has wide applications in statistics and data science. The state-of …