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.
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. 03762v1 Announce Type: new Abstract: The computation of the Bures-Wasserstein (BW) barycenter of an ensemble of positive definite matrices arises throughout machine learning, optimal transport, and quantum information.
By A. Afham
arXiv:2209. 15130v3 Announce Type: replace-cross Abstract: We study a general matrix optimization problem with a fixed-rank positive semidefinite (PSD) constraint.
By Yuetian Luo, Nicolas Garcia Trillos
arXiv:2606. 00542v1 Announce Type: new Abstract: Shampoo-style optimizers approximate gradient covariance matrices using Kronecker-factored structures.
By Bing Liu, Wenjie Zhou, Chengcheng Zhao
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: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:2609. 17048v1 Announce Type: cross Abstract: We study nonconvex methods for matrix completion, the problem of recovering a low-rank matrix from a subset of its entries.
By Jian-Feng Cai, Xiliang Lu, Juntao You
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. 07204v2 Announce Type: replace-cross Abstract: Structured preconditioners restrict optimization to a small family of positive metrics, but endpoint condition-number reachability does not measure the geometric effort required to reach a useful metric.
By Zavier Li
The limited-memory BFGS (L-BFGS) algorithm is a cornerstone of large-scale optimization due to its linear memory and computational costs. However, in ill-conditioned or non-convex landscapes, the implicit inverse Hessian approximation can suffer from an exploding condition number, leading to numerical instability and degraded convergence.
arXiv:2606. 18306v1 Announce Type: new Abstract: Gaussian width is a central geometric complexity measure in high-dimensional probability, compressed sensing, convex optimization, and learning theory.
By Vu Khac Ky