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math.NA2021★ 6 cited
Accelerated Optimization on Riemannian Manifolds via Discrete Constrained Variational Integrators
Valentin Duruisseaux, Melvin Leok
A variational formulation for accelerated optimization on normed vector spaces was recently introduced in Wibisono et al., and later generalized to the Riemannian manifold setting…
math.OC2021
A Variational Formulation of Accelerated Optimization on Riemannian Manifolds
Valentin Duruisseaux, Melvin Leok
It was shown recently by Su et al. (2016) that Nesterov's accelerated gradient method for minimizing a smooth convex function can be thought of as the time discretization of a…