2026/05/29 by Florentin Goyens, Simon Mataigne, Pierre-Antoine Absil
#math.OC
We propose the sketched landing method, a randomized variant of the landing method for optimization under orthogonality constraints. Each landing step consists of the sum of a normal component, which reduces infeasibility, and a tangent component, which decreases the objective function. Our main contribution is the introduction of low-dimensional random sketch matrices to reduce the computational cost of these directions. We consider both dense (Gaussian) and sparse (subsampling) sketch matrices, and show how they reduce the per-iteration cost while preserving convergence guarantees in expectation.