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 …

Riemannian optimization via Frank-Wolfe methods

M Weber, S Sra - Mathematical Programming, 2023 - Springer
We study projection-free methods for constrained Riemannian optimization. In particular, we
propose a Riemannian Frank-Wolfe (rfw) method that handles constraints directly, in …

Adaptive quadratically regularized Newton method for Riemannian optimization

J Hu, A Milzarek, Z Wen, Y Yuan - SIAM Journal on Matrix Analysis and …, 2018 - SIAM
Optimization on Riemannian manifolds widely arises in eigenvalue computation, density
functional theory, Bose--Einstein condensates, low rank nearest correlation, image …

A Riemannian rank-adaptive method for low-rank matrix completion

B Gao, PA Absil - Computational Optimization and Applications, 2022 - Springer
The low-rank matrix completion problem can be solved by Riemannian optimization on a
fixed-rank manifold. However, a drawback of the known approaches is that the rank …

Riemannian optimization on the symplectic Stiefel manifold

B Gao, NT Son, PA Absil, T Stykel - SIAM Journal on Optimization, 2021 - SIAM
The symplectic Stiefel manifold, denoted by Sp(2p,2n), is the set of linear symplectic maps
between the standard symplectic spaces R^2p and R^2n. When p=n, it reduces to the well …

Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition

B Gao, R Peng, Y Yuan - Computational Optimization and Applications, 2024 - Springer
We propose Riemannian preconditioned algorithms for the tensor completion problem via
tensor ring decomposition. A new Riemannian metric is developed on the product space of …

Clustering signed networks with the geometric mean of Laplacians

P Mercado, F Tudisco, M Hein - Advances in neural …, 2016 - proceedings.neurips.cc
Signed networks allow to model positive and negative relationships. We analyze existing
extensions of spectral clustering to signed networks. It turns out that existing approaches do …

A Riemannian exponential augmented Lagrangian method for computing the projection robust Wasserstein distance

B Jiang, YF Liu - Advances in Neural Information …, 2024 - proceedings.neurips.cc
Projection robust Wasserstein (PRW) distance is recently proposed to efficiently mitigate the
curse of dimensionality in the classical Wasserstein distance. In this paper, by equivalently …

Computational aspects of the geometric mean of two matrices: a survey

DA Bini, B Iannazzo - Acta Scientiarum Mathematicarum, 2024 - Springer
Algorithms for the computation of the (weighted) geometric mean G of two positive definite
matrices are described and discussed. For large and sparse matrices the problem of …

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 …