The paper introduces a new convergence framework for solving distributionally robust optimization problems formulated as nonconvex, nonconcave minimax problems over a Euclidean space and a Riemannian manifold. It defines a "basin saddle point"—a locally defined Nash equilibrium—and proves that a Riemannian gradient ascent–descent algorithm converges to such points under a local Łojasiewicz growth condition. The authors apply this theory to a statistical risk DRO problem over Gaussian measures, deriving explicit convergence rates and constants in terms of data dimension, loss moments, and reference covariance.
By Rishabh Dixit, Pranav Upadrashta, Alex Cloninger
arXiv:2609. 17089v1 Announce Type: cross Abstract: The choice of Riemannian metric can strongly influence the convergence of gradient-based optimization over covariance matrices.
By Yibang Li, Bamdev Mishra, Pratik Jawanpuria, Cyrus Mostajeran
arXiv:2510. 01943v3 Announce Type: replace-cross Abstract: Quasar-convex functions form a broad nonconvex class with applications to linear dynamical systems, generalized linear models, and Riemannian optimization, among others.
By David Mart\'inez-Rubio
arXiv:2510. 21033v3 Announce Type: replace-cross Abstract: We develop a theory of iso-Riemannian optimization for problems constrained to learned data manifolds, a setting in which classical Riemannian optimization - and Riemannian gradient descent in particular - can be poorly suited.
By Willem Diepeveen, Melanie Weber
arXiv:2607. 06723v1 Announce Type: cross Abstract: Most gradient-based optimization methods move parameters through a fixed background geometry, even when their internal states implicitly define changing notions of length, curvature, and preconditioning.
By Zavier Li
arXiv:2501.14993v4 Announce Type: replace-cross
Abstract: The proximal algorithm is a powerful tool to minimize nonlinear and nonsmooth functionals in a general metric space. Motivated by the recent...
By Shuailong Zhu, Xiaohui Chen
arXiv:2509. 07779v2 Announce Type: replace-cross Abstract: We study decentralized online Riemannian optimization over manifolds with possibly positive curvature, going beyond the Hadamard manifold setting.
By Emre Sahinoglu, Shahin Shahrampour
arXiv:2606. 27767v1 Announce Type: new Abstract: Optimizing functionals over the space of probability measures is now ubiquitous in machine learning.
By Cl\'ement Bonet, Pierre-Cyril Aubin-Frankowski, Youssef Mroueh
The paper introduces a Projected Riemannian Gradient Descent (RGD) algorithm for computing the Bures‑Wasserstein barycenter of positive definite matrices, achieving dimension‑independent linear convergence at unit step size. It resolves a previous dichotomy by showing that clipping eigenvalues to a fixed interval yields a closed‑form, non‑expansive projection in the BW metric, allowing the algorithm to match the empirical speed of unit‑step RGD while maintaining theoretical guarantees. The method also extends to the invariant matrix projection problem, providing a unified dimension‑independent analysis.
arXiv:2606. 12120v1 Announce Type: new Abstract: Low-rank optimal transport (OT) mitigates the quadratic scaling of classical solvers, yet existing approaches rely heavily on first-order mirror-descent updates that require careful hyperparameter tuning and ignore the optimization landscape's curvature.
By Pratik Jawanpuria, Bamdev Mishra
arXiv:2607. 20316v1 Announce Type: cross Abstract: We study decentralized online optimization for strongly geodesically convex (strongly g-convex) losses on Riemannian manifolds with bounded sectional curvature, including positively curved manifolds.
By Zhanyuan Cai, Emre Sahinoglu, Shahin Shahrampour
arXiv:2609.39301v1 Announce Type: cross
Abstract: This paper considers a class of multiblock nonconvex and nonsmooth optimization problems arising in many applications. Existing methods construct pro...
By Weifeng Yang