activity
20242026
collaborators

6 papers

cs.LG2026

Curvature-Independent Regret Bounds for Distributed Online Optimization on Hadamard Manifolds

Zhanyuan Cai, Emre Sahinoglu, Shahin Shahrampour

This work addresses decentralized online Riemannian optimization on Hadamard manifolds. Prior work under geodesic convexity (g-convexity) may require curvature information in the o…

math.OC2026

Decentralized Online Riemannian Optimization for Strongly Geodesically Convex Functions

Zhanyuan Cai, Emre Sahinoglu, Shahin Shahrampour

We study decentralized online optimization for strongly geodesically convex (strongly g-convex) losses on Riemannian manifolds with bounded sectional curvature, including positivel…

math.OC2025

Finite-Time Analysis of Stochastic Nonconvex Nonsmooth Optimization on the Riemannian Manifolds

Emre Sahinoglu, Youbang Sun, Shahin Shahrampour

This work addresses the finite-time analysis of nonsmooth nonconvex stochastic optimization under Riemannian manifold constraints. We adapt the notion of Goldstein stationarity to…

cs.LG2025

Online Optimization on Hadamard Manifolds: Curvature Independent Regret Bounds on Horospherically Convex Objectives

Emre Sahinoglu, Shahin Shahrampour

We study online Riemannian optimization on Hadamard manifolds under the framework of horospherical convexity (h-convexity). Prior work mostly relies on the geodesic convexity (g-co…

math.OC2025

Decentralized Online Riemannian Optimization Beyond Hadamard Manifolds

Emre Sahinoglu, Shahin Shahrampour

We study decentralized online Riemannian optimization over manifolds with possibly positive curvature, going beyond the Hadamard manifold setting. Decentralized optimization techni…

math.OC2024

Online Optimization Perspective on First-Order and Zero-Order Decentralized Nonsmooth Nonconvex Stochastic Optimization

Emre Sahinoglu, Shahin Shahrampour

We investigate the finite-time analysis of finding ()-stationary points for nonsmooth nonconvex objectives in decentralized stochastic optimization. A set of agents aim at min…