Our code is based on "manopt toolbox" and code in paper "Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold"
If you use these codes in an academic paper, please cite the following papers.
Kangkang, Deng, and Peng Zheng, An inexact augmented Lagrangian method for nonsmooth optimization on Riemannian manifold,IMA Journal of Numerical Analysis).
Kangkang, Deng, and Jiang Hu, and Jiayuan Wu, and Zaiwen Wen, Oracle Complexities of Augmented Lagrangian Methods for Nonsmooth Composite Optimization on a Compact Submanifold,Mathematics of Operations Research).
- https://github.com/chenshixiang/ManPG
- https://github.com/chenshixiang/AManPG
- https://github.com/xiao-li-hub/Riemannian-subgradient-methods
- https://github.com/NicolasBoumal/manopt
- http://cvxr.com/tfocs/
- Sparse CCA: Adaptive estimation and computational barriers.
If you have any questions or find any bugs, please feel free to contact us by email (freedeng1208@gmail.com).
You can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
MIALM is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. Please see the GNU Lesser General Public License for more details.