MADMM: a generic algorithm for non-smooth optimization on manifolds

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Publication:6262181

arXiv1505.07676MaRDI QIDQ6262181FDOQ6262181


Authors: Artiom Kovnatsky, Klaus Glashoff, Michael M. Bronstein Edit this on Wikidata


Publication date: 28 May 2015

Abstract: Numerous problems in machine learning are formulated as optimization with manifold constraints. In this paper, we propose the Manifold alternating directions method of multipliers (MADMM), an extension of the classical ADMM scheme for manifold-constrained non-smooth optimization problems and show its application to several challenging problems in dimensionality reduction, data analysis, and manifold learning.













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