Optimization on manifolds

Translate optimization algorithms to curved constraint spaces using tangent geometry, retractions, and intrinsic second-order models.

10 published lessons1 module336 min of guided study
  1. 01
    Optimization on manifoldsresearch · 10 lessons

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Optimization on manifolds

Translate optimization algorithms to curved constraint spaces using tangent geometry, retractions, and intrinsic second-order models.

  1. 01

    Embedded constraints and tangent projections

    Derive feasible first-order directions from regular constraints and compute projections only in the metric for which they are valid.

    31 min
  2. 02

    Riemannian gradients and metric choice

    Recover a gradient from a differential using the chosen metric and recognize metric design as structured preconditioning.

    32 min
  3. 03

    Retractions, vector transports and exponential maps

    Separate feasible first-order updates from geodesic motion and check the length behavior of transported tangent vectors.

    33 min
  4. 04

    Riemannian Hessians and second-order conditions

    Differentiate the gradient covariantly and retain the curvature correction that an ambient Hessian alone misses.

    33 min
  5. 05

    Geodesic convexity and curvature effects

    State convexity on a declared geodesic domain and distinguish intrinsic convexity from ambient coordinate convexity.

    33 min
  6. 06

    Optimization on spheres and Stiefel manifolds

    Keep orthonormal frames feasible and distinguish the induced and canonical Stiefel metrics before computing gradients or steps.

    34 min
  7. 07

    Grassmann geometry and subspace learning

    Optimize a subspace rather than a labeled frame and express stationarity through a basis-invariant eigenvector residual.

    34 min
  8. 08

    Quotient manifolds and gauge redundancy

    Remove equivalent parameterizations with a regular group action and ensure that the metric and objective descend consistently.

    35 min
  9. 09

    Riemannian trust-region algorithms

    Compare a tangent quadratic model with actual retracted decrease and state the model and subproblem conditions needed for convergence.

    35 min
  10. 10

    Stochastic Riemannian optimization and rates

    State unbiased tangent-noise and retraction-regularity assumptions before deriving finite-horizon stationary-point bounds.

    36 min
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