Riemannian and Euclidian optimization

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Petrichor

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Jul 1, 2024, 1:26:21 PMJul 1
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Hello,

So here is my optimisation problem:
The first variable belongs to a manifold, the second one is a vector.
Can I still do Riemannian optimisation?

Thank you!


manifols.png

Nicolas Boumal

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Jul 2, 2024, 2:31:55 AMJul 2
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Yes: linear spaces are manifolds, and products of manifolds are manifolds.
In Manopt, you can use the tool productmanifold as documented here:

Petrichor

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Jul 2, 2024, 3:17:55 AMJul 2
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Thank you, is it advisable to consider that they live in a new manifold (complexe cirlce x the space of my vector), or will the problem be harder? (knowing that my objective function is non convexe)

Nicolas Boumal

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Jul 2, 2024, 4:03:03 AMJul 2
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I did not understand the question, could you reformulate?

The variables do live on a manifold; it just happens to be a product manifold. The fact that the cost function is non-convex also does not affect the situation much, since circles are already non-convex, so regardless of the cost function the optimization problem as a whole is non-convex.

Petrichor

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Jul 2, 2024, 7:22:27 AMJul 2
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I wanted to do a block coordiante, and alternate between an optimization on a Riemannian space (the complexe circle) and an optimization on a Euclidian space (vector space). (So that I can avoid having a product of manifold, but I think that I do not have a good reasoning)
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