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math.OC2019★ 1 cited
Coordinate Descent Without Coordinates: Tangent Subspace Descent on Riemannian Manifolds
David Huckleberry Gutman, Nam Ho-Nguyen
We extend coordinate descent to manifold domains, and provide convergence analyses for geodesically convex and non-convex smooth objective functions. Our key insight is to draw an…
math.OC2019
The condition number of a function relative to a set
David H. Gutman, Javier F. Pena
The condition number of a differentiable convex function, namely the ratio of its smoothness to strong convexity constants, is closely tied to fundamental properties of the functio…