[图书][B] An introduction to optimization on smooth manifolds

N Boumal - 2023 - books.google.com
Optimization on Riemannian manifolds-the result of smooth geometry and optimization
merging into one elegant modern framework-spans many areas of science and engineering …

Scalable semidefinite programming

A Yurtsever, JA Tropp, O Fercoq, M Udell… - SIAM Journal on …, 2021 - SIAM
Semidefinite programming (SDP) is a powerful framework from convex optimization that has
striking potential for data science applications. This paper develops a provably correct …

Deterministic Guarantees for Burer‐Monteiro Factorizations of Smooth Semidefinite Programs

N Boumal, V Voroninski… - Communications on Pure …, 2020 - Wiley Online Library
We consider semidefinite programs (SDPs) with equality constraints. The variable to be
optimized is a positive semidefinite matrix X of size n. Following the Burer‐Monteiro …

Efficiently escaping saddle points on manifolds

C Criscitiello, N Boumal - Advances in Neural Information …, 2019 - proceedings.neurips.cc
Smooth, non-convex optimization problems on Riemannian manifolds occur in machine
learning as a result of orthonormality, rank or positivity constraints. First-and second-order …

Rank optimality for the Burer--Monteiro factorization

I Waldspurger, A Waters - SIAM journal on Optimization, 2020 - SIAM
When solving large-scale semidefinite programs that admit a low-rank solution, an efficient
heuristic is the Burer--Monteiro factorization: instead of optimizing over the full matrix, one …

Riemannian langevin algorithm for solving semidefinite programs

M Li, MA Erdogdu - Bernoulli, 2023 - projecteuclid.org
Riemannian Langevin algorithm for solving semidefinite programs Page 1 Bernoulli 29(4),
2023, 3093–3113 https://doi.org/10.3150/22-BEJ1576 Riemannian Langevin algorithm for …

Polynomial time guarantees for the Burer-Monteiro method

D Cifuentes, A Moitra - Advances in Neural Information …, 2022 - proceedings.neurips.cc
Abstract The Burer-Monteiro method is one of the most widely used techniques for solving
large-scale semidefinite programs (SDP). The basic idea is to solve a nonconvex program in …

Benign landscapes of low-dimensional relaxations for orthogonal synchronization on general graphs

AD McRae, N Boumal - SIAM Journal on Optimization, 2024 - SIAM
Orthogonal group synchronization is the problem of estimating elements from the orthogonal
group given some relative measurements. The least-squares formulation is nonconvex. To …

A feasible method for general convex low-rank sdp problems

T Tang, KC Toh - SIAM Journal on Optimization, 2024 - SIAM
In this work, we consider the low-rank decomposition (SDPR) of general convex semidefinite
programming (SDP) problems that contain both a positive semidefinite matrix and a …

Convergence rate of block-coordinate maximization Burer–Monteiro method for solving large SDPs

MA Erdogdu, A Ozdaglar, PA Parrilo… - Mathematical Programming, 2022 - Springer
Semidefinite programming (SDP) with diagonal constraints arise in many optimization
problems, such as Max-Cut, community detection and group synchronization. Although …