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arXiv · 1505.07676

MADMM: a generic algorithm for non-smooth optimization on manifolds

Artiom Kovnatsky·Klaus Glashoff·Michael M. Bronstein
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Abstract

Numerous problems in machine learning are formulated as optimization with manifold constraints. In this paper, we propose the Manifold alternating directions method of multipliers (MADMM), an extension of the classical ADMM scheme for manifold-constrained non-smooth optimization problems and show its application to several challenging problems in dimensionality reduction, data analysis, and manifold learning.

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Artiom Kovnatsky, Klaus Glashoff, Michael M. Bronstein. 2015-05-28. MADMM: a generic algorithm for non-smooth optimization on manifolds. https://arxiv.org/abs/1505.07676

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