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In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan , Hongchao Zhang

Detecting hidden convexity is one of the tools to address nonconvex minimization problems. After giving a formal definition of hidden convexity, we introduce the notion of conditional infimum, as it will prove instrumental in detecting…

Optimization and Control · Mathematics 2021-04-13 Jean-Philippe Chancelier , Michel de Lara

We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…

Optimization and Control · Mathematics 2012-10-05 Kazufumi Ito , Tomoya Takeuchi

We propose and analyze a novel theoretical and algorithmic framework for structured prediction. While so far the term has referred to discrete output spaces, here we consider more general settings, such as manifolds or spaces of probability…

Machine Learning · Statistics 2020-02-14 Carlo Ciliberto , Lorenzo Rosasco , Alessandro Rudi

The aim of this survey is to present the main important techniques and tools from variational analysis used for first and second order dynamical systems of implicit type for solving monotone inclusions and non-smooth optimization problems.…

Optimization and Control · Mathematics 2020-07-02 Ernö Robert Csetnek

We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…

Probability · Mathematics 2008-06-06 Joan-Andreu Lázaro-Camí , Juan-Pablo Ortega

Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals. Though…

Computation · Statistics 2021-06-30 Radford M. Neal

We show that, when applied to any non-canonical Hamiltonian system, any integrator that is symplectic for canonical Hamiltonian problems is actually conjugate symplectic for the non-canonical structure. This result is useful because it…

Symplectic Geometry · Mathematics 2015-10-14 Beibei Zhu , Ruili Zhang , Yifa Tang , Xiongbiao Tu

A canonical Hamiltonian formalism is derived for a class of Ermakov systems specified by several different frequency functions. This class of systems comprises all known cases of Hamiltonian Ermakov systems and can always be reduced to…

Mathematical Physics · Physics 2009-11-07 F. Haas , J. Goedert

We present new, practical algorithms for the hypersurface implicitization problem: namely, given a parametric description (in terms of polynomials or rational functions) of the hypersurface, find its implicit equation. Two of them are for…

Commutative Algebra · Mathematics 2016-10-14 John Abbott , Anna Maria Bigatti , Lorenzo Robbiano

We define discrete Hamiltonian systems in the framework of discrete embeddings. An explicit comparison with previous attempts is given. We then solve the discrete Helmholtz's inverse problem for the discrete calculus of variation in the…

Numerical Analysis · Mathematics 2015-01-15 Jacky Cresson , Frédéric Pierret

We present an adaptation of the so-called structural method \cite{CMM23} for Hamiltonian systems, and redesign the method for this specific context, which involves two coupled differential systems. Structural schemes decompose the problem…

Numerical Analysis · Mathematics 2025-01-24 Stéphane Clain , Emmanuel Franck , Victor Michel-Dansac

In this article we introduce a new method for constructing implicit symplectic maps using special symplectic manifolds and Liouvillian forms. This method extends, in a natural way, the method of generating functions to 1-forms which are…

Symplectic Geometry · Mathematics 2017-02-21 Hugo Jiménez-Pérez

A general formalism to solve nonlinear differential equations is given. Solutions are found and reduced to those of second order nonlinear differential equations in one variable. The approach is uniformized in the geometry and solves…

General Physics · Physics 2007-05-23 Gordon Chalmers

We discuss algebraic and combinatorial aspects of the Hamiltonian normal form theory. The main objective is to describe the normal form near a singular point purely in terms of the original Hamiltonian, avoiding the normalization procedure.…

Dynamical Systems · Mathematics 2026-05-05 Dmitry Treschev

In view of training increasingly complex learning architectures, we establish a nonsmooth implicit function theorem with an operational calculus. Our result applies to most practical problems (i.e., definable problems) provided that a…

Machine Learning · Computer Science 2022-04-06 Jérôme Bolte , Tam Le , Edouard Pauwels , Antonio Silveti-Falls

In this paper, we present a generalization of a Hamilton--Jacobi theory to higher order implicit differential equations. We propose two different backgrounds to deal with higher order implicit Lagrangian theories: the Ostrogradsky approach…

Mathematical Physics · Physics 2020-02-19 O. Esen , M. de León , C. Sardón

We discuss the solvability of a fairly general class of systems of perturbed Hammerstein integral equations with functional terms that depend on several parameters. The nonlinearities and the functionals are allowed to depend on the…

Classical Analysis and ODEs · Mathematics 2021-12-23 Gennaro Infante

In this work we propose a method to perform optimization on manifolds. We assume to have an objective function $f$ defined on a manifold and think of it as the potential energy of a mechanical system. By adding a momentum-dependent kinetic…

Numerical Analysis · Mathematics 2023-08-30 Marta Ghirardelli

Convex optimization encompasses a wide range of optimization problems that contain many efficiently solvable subclasses. Interior point methods are currently the state-of-the-art approach for solving such problems, particularly effective…

Optimization and Control · Mathematics 2025-03-28 Andreas Klingler , Tim Netzer