Related papers: Hessian Operators on Constraint Manifolds

We consider operator-valued Herglotz functions and their applications to self-adjoint perturbations of self-adjoint operators and self-adjoint extensions of densely defined closed symmetric operators. Our applications include model…

We devise a numerical scheme for the time evolution of matrix product operators by adapting the time-dependent variational principle for matrix product states [J. Haegeman et al, Phys. Rev. B 94, 165116 (2016)]. A simple augmentation of the…

Evaluation complexity for convexly constrained optimization is considered and it is shown first that the complexity bound of $O(\epsilon^{-3/2})$ proved by Cartis, Gould and Toint (IMAJNA 32(4) 2012, pp.1662-1695) for computing an…

In this paper, we propose an interior-point method for linearly constrained optimization problems (possibly nonconvex). The method - which we call the Hessian barrier algorithm (HBA) - combines a forward Euler discretization of Hessian…

We investigate second order elliptic equations \[F(\mathcal{H}u) = 0\] where the function $F\colon S(n)\to\mathbb{R}$ on the space of symmetric $n\times n$ matrices is assumed to be sublinear. There is very little to be found in the…

We describe an algorithm based on a logarithmic barrier function, Newton's method, and linear conjugate gradients that obtains an approximate minimizer of a smooth function over the nonnegative orthant. We develop a bound on the complexity…

Two optimization algorithms are proposed for solving a stochastic programming problem for which the objective function is given in the form of the expectation of convex functions and the constraint set is defined by the intersection of…

In this manuscript we consider Intrinsic Stochastic Differential Equations on manifolds and constrain it to a level set of a smooth function. Such type of constraints are known as explicit algebraic constraints. The system of differential…

The problems of optimally estimating a phase, a direction, and the orientation of a Cartesian frame (or trihedron) with general pure states are addressed. Special emphasis is put on estimation schemes that allow for inconclusive answers or…

We give a formula for the derivatives of a correlation function of composite operators with respect to the parameters (i.e., the strong fine structure constant and the quark mass) of QCD in four-dimensional euclidean space. The formula is…

We give a description of numerical Newton algorithm on a constraint manifold using only the ambient coordinates (usually Euclidean coordinates) and the geometry of the constraint manifold. We apply the numerical Newton algorithm on a sphere…

We establish the first globally convergent algorithms for computing the Kreiss constant of a matrix to arbitrary accuracy. We propose three different iterations for continuous-time Kreiss constants and analogues for discrete-time Kreiss…

Optimal transport (OT) has recently found widespread interest in machine learning. It allows to define novel distances between probability measures, which have shown promise in several applications. In this work, we discuss how to…

This paper presents and analyzes the first matrix optimization model which allows general coordinate and spectral constraints. The breadth of problems our model covers is exemplified by a lengthy list of examples from the literature,…

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

This paper formulates the problem of Extremum Seeking for optimization of cost functions defined on Riemannian manifolds. We extend the conventional extremum seeking algorithms for optimization problems in Euclidean spaces to optimization…

This work studies constrained stochastic optimization problems where the objective and constraint functions are convex and expressed as compositions of stochastic functions. The problem arises in the context of fair classification, fair…

We consider the representation of operators in terms of tensor networks and their application to ground-state approximation and time evolution of systems with long-range interactions. We provide an explicit construction to represent an…

A fundamental class of matrix optimization problems that arise in many areas of science and engineering is that of quadratic optimization with orthogonality constraints. Such problems can be solved using line-search methods on the Stiefel…

This paper investigates the optimal $H_2$ model order reduction for linear systems with quadratic outputs. In the framework of Galerkin projection, we first formulate the optimal $H_2$ MOR as an unconstrained Riemannian optimization problem…