Riemannian Hamiltonian Methods for Min-Max Optimization on Manifolds

DOI10.1137/22m1492684zbMath1521.65051arXiv2204.11418MaRDI QIDQ6116254

Pratik Jawanpuria, Bamdev Mishra, Junbin Gao, Pawan Kumar, Unnamed Author

Publication date: 11 August 2023

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.11418

zbMATH Keywords

saddle point; Riemannian optimization; consensus optimization; geodesic convex concave; Hamiltonian gradient descent; Polyak-Łojasiewicz

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C22: Semidefinite programming

90C25: Convex programming

90C26: Nonconvex programming, global optimization

90C30: Nonlinear programming

90C46: Optimality conditions and duality in mathematical programming

49M15: Newton-type methods

58C05: Real-valued functions on manifolds

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Riemannian Hamiltonian Methods for Min-Max Optimization on Manifolds