First-Order Algorithms for Min-Max Optimization in Geodesic Metric Spaces
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Abstract (arXiv)
From optimal transport to robust dimensionality reduction, a plethora of machine learning applications can be cast into the min-max optimization problems over Riemannian manifolds. Though many min-max algorithms have been analyzed in the Euclidean setting, it has proved elusive to translate these results to the Riemannian case. Zhang et al. [2022] have recently shown that geodesic convex concave Riemannian problems always admit saddle-point solutions. Inspired by this result, we study whether a performance gap between Riemannian and optimal Euclidean space convex-concave algorithms is necessary. We answer this question in the negative-we prove that the Riemannian corrected extragradient (RCEG) method achieves last-iterate convergence at a linear rate in the geodesically strongly-convex-concave case, matching the Euclidean result. Our results also extend to the stochastic or non-smooth case where RCEG and Riemanian gradient ascent descent (RGDA) achieve near-optimal convergence rates up to factors depending on curvature of the manifold.
Key facts. Cited by 10 papers in the map (data through 7 Oct 2026). Builds on 65 of its 148 references that are in the map. First posted on arXiv 4 Jun 2022.
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65 of 148 references.
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Citing papers per year: 2022: 1; 2023: 4; 2024: 3; 2025: 2.
10 papers.
- 2023Decentralized Riemannian Algorithm for Nonconvex Minimax Problemscited by 7
- 2025Riemannian Optimization on Relaxed Indicator Matrix Manifoldcited by 5
- 2022Accelerated Riemannian Optimization: Handling Constraints with a Prox to Bound Geometric Penaltiescited by 4
- 2023Accelerated Methods for Riemannian Min-Max Optimization Ensuring Bounded Geometric Penaltiescited by 4
- 2024A Framework for Bilevel Optimization on Riemannian Manifoldscited by 3
- 2023Last-Iterate Convergence of Adaptive Riemannian Gradient Descent for Equilibrium Computationcited by 2
- 2023Extragradient Type Methods for Riemannian Variational Inequality Problemscited by 1
- 2024Local convergence of simultaneous min-max algorithms to differential equilibrium on Riemannian manifoldcited by 1
- 2024Disciplined Geodesically Convex Programmingcited by 1
- 2025Finite-Time Analysis of Stochastic Nonconvex Nonsmooth Optimization on the Riemannian Manifoldscited by 1
- 2025Finite-Time Analysis of Stochastic Nonconvex Nonsmooth Optimization on the Riemannian Manifolds24 Oct 2025
- 2025Riemannian Optimization on Relaxed Indicator Matrix Manifold26 Mar 2025
- 2024Disciplined Geodesically Convex Programming7 Jul 2024
- 2024Local convergence of simultaneous min-max algorithms to differential equilibrium on Riemannian manifold22 May 2024
- 2024A Framework for Bilevel Optimization on Riemannian Manifolds6 Feb 2024
- 2023Extragradient Type Methods for Riemannian Variational Inequality Problems25 Sep 2023
- 2023Last-Iterate Convergence of Adaptive Riemannian Gradient Descent for Equilibrium Computation29 Jun 2023
- 2023Accelerated Methods for Riemannian Min-Max Optimization Ensuring Bounded Geometric Penalties25 May 2023
- 2023Decentralized Riemannian Algorithm for Nonconvex Minimax Problems8 Feb 2023
- 2022Accelerated Riemannian Optimization: Handling Constraints with a Prox to Bound Geometric Penalties26 Nov 2022