Related papers: Accelerated Optimization on Riemannian Manifolds v…
Low-rank optimization problems with sparse simplex constraints involve variables that must satisfy nonnegativity, sparsity, and sum-to-1 conditions, making their optimization particularly challenging due to the interplay between low-rank…
Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…
Efficient simulation of quantum dynamics with time-dependent Hamiltonians is important not only for time-varying systems but also for time-independent Hamiltonians in the interaction picture. Such simulations are more challenging than their…
Designing dynamically feasible trajectories for rigid bodies is a fundamental problem in robotics. Although direct trajectory optimization is widely applied to solve this problem, inappropriate parameterizations of rigid body dynamics often…
The objective of this work is the introduction and investigation of favourable time integration methods for the Gross--Pitaevskii equation with rotation term. Employing a reformulation in rotating Lagrangian coordinates, the equation takes…
We consider a numerical scheme for Hamilton-Jacobi equations based on a direct discretization of the Lax-Oleinik semi-group. We prove that this method is convergent with respect to the time and space stepsizes provided the solution is…
The existence of explicit symplectic integrators for general nonseparable Hamiltonian systems is an open and important problem in both numerical analysis and computing in science and engineering, as explicit integrators are usually more…
Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…
We develop a geometric framework for the numerical integration of mechanical systems evolving on manifolds. After briefly reviewing classical numerical methods and highlighting their limitations and shortcomings in non-flat (non-Euclidean)…
The simulation of systems that act on multiple time scales is challenging. A stable integration of the fast dynamics requires a highly accurate approximation whereas for the simulation of the slow part, a coarser approximation is accurate…
Symplectic integration algorithms have become popular in recent years in long-term orbital integrations because these algorithms enforce certain conservation laws that are intrinsic to Hamiltonian systems. For problems with large variations…
We propose a novel Riemannian method for solving the Extreme multi-label classification problem that exploits the geometric structure of the sparse low-dimensional local embedding models. A constrained optimization problem is formulated as…
This paper focuses on minimizing a smooth function combined with a nonsmooth regularization term on a compact Riemannian submanifold embedded in the Euclidean space under a decentralized setting. Typically, there are two types of approaches…
Variational integrators are momentum-preserving and symplectic numerical methods used to propagate the evolution of Hamiltonian systems. In this paper, we introduce a new class of variational integrators that achieve fourth-order…
Modified Hamiltonians are used in the field of geometric numerical integration to show that symplectic schemes for Hamiltonian systems are accurate over long times. For nonlinear systems the series defining the modified Hamiltonian usually…
Optimization on Hadamard manifolds -- the natural Riemannian setting for globally geodesically convex problems -- relies on exponential maps to retract tangent vectors and parallel transport to connect tangent spaces across the manifold.…
Recently, our group developed explicit symplectic methods for curved spacetimes that are not split into several explicitly integrable parts, but are via appropriate time transformations. Such time-transformed explicit symplectic integrators…
Riemannian geometry provides the fundamental framework for optimization on nonlinear spaces such as matrix manifolds, which arise in machine learning, signal processing, and robotics. While the underlying theory is classical, existing…
Following the seminal work of Nesterov, accelerated optimization methods have been used to powerfully boost the performance of first-order, gradient-based parameter estimation in scenarios where second-order optimization strategies are…
Conjugate gradient (CG) methods are widely acknowledged as efficient for minimizing continuously differentiable functions in Euclidean spaces. In recent years, various CG methods have been extended to Riemannian manifold optimization, but…