Symplectic Geometry of Constrained Optimization
Optimization and Control
2018-01-17 v1
Abstract
These are the notes of rather informal lectures given by the first co-author in UPMC, Paris, in January 2017. Practical goal is to explain how to compute or estimate the Morse index of the second variation. Symplectic geometry allows to effectively do it even for very degenerate problems with complicated constraints. Main geometric and analytic tool is the appropriately rearranged Maslov index. In these lectures, we try to emphasize geometric structure and omit analytic routine. Proofs are often substituted by informal explanations but a well-trained mathematician will easily re-write them in a conventional way.
Cite
@article{arxiv.1705.06103,
title = {Symplectic Geometry of Constrained Optimization},
author = {A. Agrachev and I. Beschastnyi},
journal= {arXiv preprint arXiv:1705.06103},
year = {2018}
}