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math.OC2020
Momentum Improves Optimization on Riemannian Manifolds
Foivos Alimisis, Antonio Orvieto, Gary Bécigneul +1
We develop a new Riemannian descent algorithm that relies on momentum to improve over existing first-order methods for geodesically convex optimization. In contrast, accelerated co…
math.OC2019
A Continuous-time Perspective for Modeling Acceleration in Riemannian Optimization
Foivos Alimisis, Antonio Orvieto, Gary Bécigneul +1
We propose a novel second-order ODE as the continuous-time limit of a Riemannian accelerated gradient-based method on a manifold with curvature bounded from below. This ODE can be…