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 …

Extragradient Type Methods for Riemannian Variational Inequality Problems

Z Hu, G Wang, X Wang, A Wibisono… - International …, 2024 - proceedings.mlr.press
In this work, we consider monotone Riemannian Variational Inequality Problems (RVIPs),
which encompass both Riemannian convex optimization and minimax optimization as …

Riemannian Hamiltonian methods for min-max optimization on manifolds

A Han, B Mishra, P Jawanpuria, P Kumar, J Gao - SIAM Journal on …, 2023 - SIAM
In this paper, we study min-max optimization problems on Riemannian manifolds. We
introduce a Riemannian Hamiltonian function, minimization of which serves as a proxy for …

Curvature-independent last-iterate convergence for games on riemannian manifolds

Y Cai, MI Jordan, T Lin, A Oikonomou… - arXiv preprint arXiv …, 2023 - arxiv.org
Numerous applications in machine learning and data analytics can be formulated as
equilibrium computation over Riemannian manifolds. Despite the extensive investigation of …

Riemannian optimistic algorithms

X Wang, D Yuan, Y Hong, Z Hu, L Wang… - arXiv preprint arXiv …, 2023 - arxiv.org
In this paper, we consider Riemannian online convex optimization with dynamic regret. First,
we propose two novel algorithms, namely the Riemannian Online Optimistic Gradient …

Disciplined geodesically convex programming

A Cheng, V Dixit, M Weber - arXiv preprint arXiv:2407.05261, 2024 - arxiv.org
Convex programming plays a fundamental role in machine learning, data science, and
engineering. Testing convexity structure in nonlinear programs relies on verifying the …

Momentum stiefel optimizer, with applications to suitably-orthogonal attention, and optimal transport

L Kong, Y Wang, M Tao - arXiv preprint arXiv:2205.14173, 2022 - arxiv.org
The problem of optimization on Stiefel manifold, ie, minimizing functions of (not necessarily
square) matrices that satisfy orthogonality constraints, has been extensively studied. Yet, a …

Accelerated riemannian optimization: Handling constraints with a prox to bound geometric penalties

D Martínez-Rubio, S Pokutta - The Thirty Sixth Annual …, 2023 - proceedings.mlr.press
We propose a globally-accelerated, first-order method for the optimization of smooth and
(strongly or not) geodesically-convex functions in a wide class of Hadamard manifolds. We …

A framework for bilevel optimization on Riemannian manifolds

A Han, B Mishra, P Jawanpuria, A Takeda - arXiv preprint arXiv …, 2024 - arxiv.org
Bilevel optimization has seen an increasing presence in various domains of applications. In
this work, we propose a framework for solving bilevel optimization problems where variables …

Sion's minimax theorem in geodesic metric spaces and a Riemannian extragradient algorithm

P Zhang, J Zhang, S Sra - SIAM Journal on Optimization, 2023 - SIAM
Deciding whether saddle points exist or are approximable for nonconvex-nonconcave
problems is usually intractable. This paper takes a step towards understanding a broad …