2024-11-25 Monday Sign in CN

Activities
Randomized Riemannian Submanifold Subgradient Method for Optimization over Stiefel Manifold
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Reporter:
Anthony Man-Cho So, Professor, Department of Systems Engineering and Engineering Management The Chinese University of Hong Kong
Inviter:
Yafeng Liu, Associate Professor
Subject:
Randomized Riemannian Submanifold Subgradient Method for Optimization over Stiefel Manifold
Time and place:
16:00-17:00 August 2 (Friday), Z311
Abstract:

In this talk, we present the randomized Riemannian submanifold subgradient method (RSSM), a lightweight "block-coordinate"-type algorithm for weakly convex optimization over the Stiefel manifold. We show that RSSM finds an $\epsilon$-nearly stationary point in $O(\epsilon^{-4})$ iterations. To the best of our knowledge, this is the first convergence guarantee of a coordinate-type algorithm for tackling non-convex non-smooth optimization over the Stiefel manifold. This is joint work with Andy Yat-Ming Cheung, Jinxin Wang, and Man-Chung Yue.