arXiv subjects

Yara Elshiaty

Publications and source records attributed to Yara Elshiaty.

5 recordsLinked to original sources

arXiv2026

Riemannian Multilevel Optimization with Application to Constrained Energy Minimization Problems

Multilevel optimization methods are highly effective for discretized energy minimization problems, but their Euclidean formulation does not directly apply to manifold constraints. We introduce a Riemannian extension of multilevel optimization based on a coarse model that is first-order coherent with the fine-level objective and yields descent directions under mild retraction-convexity assumptions. The framework includes metric-compatible vector transfer operators for passing first-order information between levels, covering both intrinsic and extrinsic constructions. We formulate two-level and multilevel algorithms and prove global convergence using a Riemannian Zoutendijk-type argument. Applications to Kohn--Sham density functional theory, Gross--Pitaevskii ground-state computation, and binary continuous cuts demonstrate the method on Stiefel, ellipsoid and Bernoulli manifolds. The experiments show significant reductions in computational time compared with single-level Riemannian optimization.

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arXiv2025

Multilevel Bregman Proximal Gradient Descent

We present the Multilevel Bregman Proximal Gradient Descent (ML BPGD) method, a novel multilevel optimization framework tailored to constrained convex problems with relative Lipschitz smoothness. Our approach extends the classical multilevel optimization framework (MGOPT) to handle Bregman-based geometries and constrained domains. We provide a rigorous analysis of ML BPGD for multiple coarse levels and establish a global linear convergence rate. We demonstrate the effectiveness of ML BPGD in the context of image reconstruction, providing theoretical guarantees for the well-posedness of the multilevel framework and validating its performance through numerical experiments.

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arXiv2025

Multilevel Optimization: Geometric Coarse Models and Convergence Analysis

We study multilevel techniques, commonly used in PDE multigrid literature, to solve structured optimization problems. For a given hierarchy of levels, we formulate a coarse model that approximates the problem at each level and provides a descent direction for the fine-grid objective using fewer variables. Unlike common algebraic approaches, we assume the objective function and its gradient can be evaluated at each level. Under the assumptions of strong convexity and gradient L-smoothness, we analyze convergence and extend the method to box-constrained optimization. Large-scale numerical experiments on a discrete tomography problem show that the multilevel approach converges rapidly when far from the solution and performs competitively with state-of-the-art methods.

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arXiv2025

Information Geometry of Exponentiated Gradient: Convergence beyond L-Smoothness

We study the minimization of smooth, possibly nonconvex functions over the positive orthant, a key setting in Poisson inverse problems, using the exponentiated gradient (EG) method. Interpreting EG as Riemannian gradient descent (RGD) with the $e$-Exp map from information geometry as a retraction, we prove global convergence under weak assumptions -- without the need for $L$-smoothness -- and finite termination of Riemannian Armijo line search. Numerical experiments, including an accelerated variant, highlight EG's practical advantages, such as faster convergence compared to RGD based on interior-point geometry.

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arXiv2024

Accelerated Bregmann divergence optimization with SMART: an information geometry point of view

We investigate the problem of minimizing Kullback-Leibler divergence between a linear model $Ax$ and a positive vector $b$ in different convex domains (positive orthant, $n$-dimensional box, probability simplex). Our focus is on the SMART method that employs efficient multiplicative updates. We explore the exponentiated gradient method, which can be viewed as a Bregman proximal gradient method and as a Riemannian gradient descent on the parameter manifold of a corresponding distribution of the exponential family. This dual interpretation enables us to establish connections and achieve accelerated SMART iterates while smoothly incorporating constraints. The performance of the proposed acceleration schemes is demonstrated by large-scale numerical examples.

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