Optimization over the embedded submanifold defined by constraints c(x)=0
has attracted much interest over the past few decades due to its wide
applications in various areas. Plenty of related optimization packages have
been developed based on Riemannian optimization approaches, which rely on some
basic geometrical materials of Riemannian manifolds, including retractions,
vector transports, etc. These geometrical materials can be challenging to
determine in general. Existing packages only accommodate a few well-known
manifolds whose geometrical materials are easily accessible. For other
manifolds which are not contained in these packages, the users have to develop
the geometric materials by themselves. In addition, it is not always tractable
to adopt advanced features from various state-of-the-art unconstrained
optimization solvers to Riemannian optimization approaches.
We introduce CDOpt (available at https://cdopt.github.io/), a user-friendly
Python package for a class Riemannian optimization. Based on constraint
dissolving approaches, Riemannian optimization problems are transformed into
their equivalent unconstrained counterparts in CDOpt. Therefore, solving
Riemannian optimization problems through CDOpt directly benefits from various
existing solvers and the rich expertise gained over decades for unconstrained
optimization. Moreover, all the computations in CDOpt related to any manifold
in question are conducted on its constraints expression, hence users can easily
define new manifolds in CDOpt without any background on differential geometry.
Furthermore, CDOpt extends the neural layers from PyTorch and Flax, thus allows
users to train manifold constrained neural networks directly by the solvers for
unconstrained optimization. Extensive numerical experiments demonstrate that
CDOpt is highly efficient and robust in solving various classes of Riemannian
optimization problems.Comment: 31 page