Projection-free nonconvex stochastic optimization on Riemannian manifolds

DOI10.1093/imanum/drab066zbMath1506.65081arXiv1910.04194OpenAlexW3203392588WikidataQ115275209 ScholiaQ115275209MaRDI QIDQ5042891

Suvrit Sra, Melanie Weber

Publication date: 26 October 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.04194

zbMATH Keywords

positive definite matricesnonconvex optimizationKarcher meanRiemannian optimizationFrank-Wolfe methodsWasserstein barycenters

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Probabilistic methods, stochastic differential equations (65C99)

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Riemannian optimization via Frank-Wolfe methods

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