4 papers
The sketched landing method for large-scale optimization under orthogonality constraints
Florentin Goyens, Simon Mataigne, Pierre-Antoine Absil
We propose the sketched landing method, a randomized variant of the landing method for optimization under orthogonality constraints. Each landing step consists of the sum of a norm…
Complexity guarantees and polling strategies for Riemannian direct-search methods
Bastien Cavarretta, Florentin Goyens, Clément W. Royer +1
Direct-search algorithms are derivative-free optimization techniques that operate by polling the variable space along specific directions forming positive spanning sets (PSSs). Whe…
The Riemannian Landing Method: From projected gradient flows to SQP
Florentin Goyens, Florian Feppon
Landing methods have recently emerged in Riemannian matrix optimization as efficient schemes for handling nonlinear equality constraints without resorting to costly retractions. Th…
Complexity of quadratic penalty methods with adaptive accuracy under a PL condition for the constraints
Florentin Goyens, Geovani N. Grapiglia
We study the quadratic penalty method (QPM) for smooth nonconvex optimization problems with equality constraints. Assuming the constraint violation satisfies the PL condition near…