A Riemannian Gradient Sampling Algorithm for Nonsmooth Optimization on Manifolds
From MaRDI portal
Publication:2967606
DOI10.1137/16M1069298zbMath1357.49062WikidataQ115246960 ScholiaQ115246960MaRDI QIDQ2967606
André Uschmajew, Seyedehsomayeh Hosseini
Publication date: 1 March 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Nonsmooth analysis (49J52) Real-valued functions on manifolds (58C05)
Related Items
A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem ⋮ A Calculus for Non-smooth Shape Optimization with Applications to Geometric Inverse Problems ⋮ Riemannian proximal gradient methods ⋮ Newton method for finding a singularity of a special class of locally Lipschitz continuous vector fields on Riemannian manifolds ⋮ Damped Newton's method on Riemannian manifolds ⋮ Riemannian smoothing gradient type algorithms for nonsmooth optimization problem on compact Riemannian submanifold embedded in Euclidean space ⋮ A Riemannian subspace BFGS trust region method ⋮ A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds ⋮ A communication-efficient and privacy-aware distributed algorithm for sparse PCA ⋮ On the relationship between the Kurdyka-Łojasiewicz property and error bounds on Hadamard manifolds ⋮ A Riemannian Proximal Newton Method ⋮ Line Search Algorithms for Locally Lipschitz Functions on Riemannian Manifolds ⋮ Desingularization of Bounded-Rank Matrix Sets ⋮ A brief introduction to manifold optimization ⋮ Geometric Methods on Low-Rank Matrix and Tensor Manifolds ⋮ The rotating rigid body model based on a non-twisting frame ⋮ Nonconvex weak sharp minima on Riemannian manifolds ⋮ Riemannian conjugate gradient methods with inverse retraction ⋮ Priors with coupled first and second order differences for manifold-valued image processing ⋮ Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold ⋮ A global Newton method for the nonsmooth vector fields on Riemannian manifolds ⋮ A Gradient Sampling Method on Algebraic Varieties and Application to Nonsmooth Low-Rank Optimization ⋮ Total variation of the normal vector field as shape prior ⋮ Weakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods ⋮ An Inexact Semismooth Newton Method on Riemannian Manifolds with Application to Duality-Based Total Variation Denoising ⋮ Exact Penalty Function for $\ell_{2,1}$ Norm Minimization over the Stiefel Manifold ⋮ An active-set proximal quasi-Newton algorithm for ℓ1-regularized minimization over a sphere constraint
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- \(\varepsilon\)-subgradient algorithms for locally Lipschitz functions on Riemannian manifolds
- Nonsmooth optimization via quasi-Newton methods
- Low-rank tensor completion by Riemannian optimization
- Finding a low-rank basis in a matrix subspace
- Generalized gradients and characterization of epi-Lipschitz sets in Riemannian manifolds
- Minimax problems on Grassmann manifolds. Sums of eigenvalues
- A Riemannian subgradient algorithm for economic dispatch with valve-point effect
- Fixed-rank matrix factorizations and Riemannian low-rank optimization
- Optimization on the hierarchical Tucker manifold - applications to tensor completion
- A Second Order Nonsmooth Variational Model for Restoring Manifold-Valued Images
- Low-Rank Matrix Completion by Riemannian Optimization
- Manopt, a Matlab toolbox for optimization on manifolds
- A Broyden Class of Quasi-Newton Methods for Riemannian Optimization
- Best Low Multilinear Rank Approximation of Higher-Order Tensors, Based on the Riemannian Trust-Region Scheme
- A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations
- Newton's method on Riemannian manifolds and a geometric model for the human spine
- A Riemannian BFGS Method for Nonconvex Optimization Problems
- Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
- Accelerated Line-search and Trust-region Methods
- The Geometry of Algorithms with Orthogonality Constraints
- Clustering on Multi-Layer Graphs via Subspace Analysis on Grassmann Manifolds
- Total variation regularization on Riemannian manifolds by iteratively reweighted minimization
- Line Search Algorithms for Locally Lipschitz Functions on Riemannian Manifolds
- Nonsmooth trust region algorithms for locally Lipschitz functions on Riemannian manifolds
- Quasi-Newton Methods on Grassmannians and Multilinear Approximations of Tensors
- A Riemannian Newton Algorithm for Nonlinear Eigenvalue Problems
- A Riemannian Optimization Approach to the Matrix Singular Value Decomposition
- A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
- Low-Rank Optimization with Trace Norm Penalty
- Nonsmooth Riemannian Optimization with Applications to Sphere Packing and Grasping