4 papers
Stochastic optimization over expectation-formulated generalized Stiefel manifold
Linshuo Jiang, Nachuan Xiao, Xin Liu
In this paper, we consider a class of stochastic optimization problems over the expectation-formulated generalized Stiefel manifold (SOEGS), where the objective function is con…
A Double Tracking Method for Optimization with Decentralized Generalized Orthogonality Constraints
Lei Wang, Nachuan Xiao, Xin Liu
In this paper, we consider the decentralized optimization problems with generalized orthogonality constraints, where both the objective function and the constraint exhibit a distri…
A Minimization Approach for Minimax Optimization with Coupled Constraints
Xiaoyin Hu, Kim-Chuan Toh, Shiwei Wang +1
In this paper, we focus on the nonconvex-strongly-concave minimax optimization problem (MCC), where the inner maximization subproblem contains constraints that couple the primal va…
A Penalty-free Infeasible Approach for a Class of Nonsmooth Optimization Problems over the Stiefel Manifold
Nachuan Xiao, Xin Liu, Ya-xiang Yuan
Transforming into an exact penalty function model with convex compact constraints yields efficient infeasible approaches for optimization problems with orthogonality constraints. F…