Primal-Dual Optimization Algorithms over Riemannian Manifolds: an Iteration Complexity Analysis
2020/1/18公開
メモ
Lasso 最適化などで効果を発揮する ADMM に近い手法を Riemann 多様体上で提案。
論文
PreviousRiemannian stochastic quasi-Newton algorithm with variance reduction and its convergence analysisNextExtending FISTA to Riemannian Optimization for Sparse PCA
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