Decentralized Non-Smooth Optimization Over the Stiefel Manifold

• Published in: Proceedings of the IEEE Sensor Array and Multichannel Signal Processing Workshop pp. 1 - 5
• Main Authors: Wang, Jinxin, Hu, Jiang, Chen, Shixiang, Deng, Zengde, So, Anthony Man-Cho
• Format: Conference Proceeding
• Language: English
• Published: IEEE 08.07.2024
• Subjects: Array signal processing; Conferences; decentralized non-smooth optimization; Gradient methods; Iterative methods; Linear programming; Manifolds; Optimization; Riemannian sub gradient method; sharpness; Stiefel manifold

We focus on a class of non-smooth optimization problems over the Stiefel manifold in the decentralized setting, where a connected network of many agents cooperatively mini-mize a finite-sum objective function with each component being weakly convex in the ambient Euclidean space. Such optimization p...