Decentralized optimization over the Stiefel manifold by an approximate augmented Lagrangian function

DOI10.1109/TSP.2022.3182883MaRDI QIDQ6602962zbMATH OpenFDO

Authors Lei Wang, Xin Liu

Publication date 12 September 2024

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2022.3182883

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Cited in

(6)

• Seeking consensus on subspaces in federated principal component analysis
• Distributed Riemannian stochastic gradient tracking algorithm on the Stiefel manifold
• A decentralized proximal gradient tracking algorithm for composite optimization on Riemannian manifolds
• Decentralized projected Riemannian gradient method for smooth optimization on compact submanifolds embedded in the Euclidean space
• A fast augmented Lagrangian framework and its application
• Parareal algorithm for gradient flow arising from orthogonality-constrained matrix optimization problems

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