Adaptive regularization with cubics on manifolds
From MaRDI portal
Publication:2039233
DOI10.1007/s10107-020-01505-1zbMath1470.90087arXiv1806.00065OpenAlexW3101159735MaRDI QIDQ2039233
Naman Agarwal, Coralia Cartis, Brian Bullins, Nicolas Boumal
Publication date: 2 July 2021
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.00065
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53) Applications of differential geometry to sciences and engineering (53Z99)
Related Items
Constraint optimization and SU(N) quantum control landscapes, Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization, Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy, Newton acceleration on manifolds identified by proximal gradient methods, An accelerated first-order method for non-convex optimization on manifolds, A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization, A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming, Riemannian Hamiltonian Methods for Min-Max Optimization on Manifolds, Faster Riemannian Newton-type optimization by subsampling and cubic regularization, A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
- Complexity bounds for second-order optimality in unconstrained optimization
- Updating the regularization parameter in the adaptive cubic regularization algorithm
- Minimizing a differentiable function over a differential manifold
- Kantorovich's theorem on Newton's method in Riemannian manifolds
- Simple algorithms for optimization on Riemannian manifolds with constraints
- Lower bounds for finding stationary points I
- Iteration-complexity of gradient, subgradient and proximal point methods on Riemannian manifolds
- Trust-region methods on Riemannian manifolds
- Local minima and convergence in low-rank semidefinite programming
- Cubic regularization of Newton method and its global performance
- Projection-like Retractions on Matrix Manifolds
- Optimization Methods on Riemannian Manifolds and Their Application to Shape Space
- Manopt, a Matlab toolbox for optimization on manifolds
- Low-Rank Optimization on the Cone of Positive Semidefinite Matrices
- Newton's method on Riemannian manifolds and a geometric model for the human spine
- Adaptive Quadratically Regularized Newton Method for Riemannian Optimization
- The Geometry of Algorithms with Orthogonality Constraints
- Optimization Techniques on Riemannian Manifolds
- Introduction to Riemannian Manifolds
- ShapeFit: Exact Location Recovery from Corrupted Pairwise Directions
- ARCq: a new adaptive regularization by cubics
- Solving the Trust-Region Subproblem using the Lanczos Method
- Finding approximate local minima faster than gradient descent
- Global rates of convergence for nonconvex optimization on manifolds
- Deterministic Guarantees for Burer‐Monteiro Factorizations of Smooth Semidefinite Programs
- WORST-CASE EVALUATION COMPLEXITY AND OPTIMALITY OF SECOND-ORDER METHODS FOR NONCONVEX SMOOTH OPTIMIZATION
- A concise second-order complexity analysis for unconstrained optimization using high-order regularized models
- Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
- Gradient Descent Finds the Cubic-Regularized Nonconvex Newton Step
- A Riemannian Optimization Approach to the Matrix Singular Value Decomposition
- Stochastic Gradient Descent on Riemannian Manifolds
- The Gradient Projection Method Along Geodesics