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math.OC2021
On Geometric Connections of Embedded and Quotient Geometries in Riemannian Fixed-rank Matrix Optimization
Yuetian Luo, Xudong Li, Anru R. Zhang
In this paper, we propose a general procedure for establishing the geometric landscape connections of a Riemannian optimization problem under the embedded and quotient geometries.…
math.OC2021★ 1 cited
Nonconvex Factorization and Manifold Formulations are Almost Equivalent in Low-rank Matrix Optimization
Yuetian Luo, Xudong Li, Anru R. Zhang
In this paper, we consider the geometric landscape connection of the widely studied manifold and factorization formulations in low-rank positive semidefinite (PSD) and general matr…
math.OC2020★ 7 cited
Recursive Importance Sketching for Rank Constrained Least Squares: Algorithms and High-order Convergence
Yuetian Luo, Wen Huang, Xudong Li +1
In this paper, we propose {\it \underline{R}ecursive} {\it \underline{I}mportance} {\it \underline{S}ketching} algorithm for {\it \underline{R}ank} constrained least squares {\it \…