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math.OC2024★ 1 cited
A Nesterov-style Accelerated Gradient Descent Algorithm for the Symmetric Eigenvalue Problem
Foivos Alimisis, Simon Vary, Bart Vandereycken
We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-defi…
math.OC2023
A Riemannian Proximal Newton Method
Wutao Si, P. -A. Absil, Wen Huang +2
In recent years, the proximal gradient method and its variants have been generalized to Riemannian manifolds for solving optimization problems with an additively separable structur…
math.OC2022
Optimization flows landing on the Stiefel manifold
Bin Gao, Simon Vary, Pierre Ablin +1
We study a continuous-time system that solves optimization problems over the set of orthonormal matrices, which is also known as the Stiefel manifold. The resulting optimization fl…