Hessian Riemannian Gradient Flows in Convex Programming

DOI10.1137/S0363012902419977zbMath1077.34050arXiv1811.10331WikidataQ115246809 ScholiaQ115246809MaRDI QIDQ4652545

Olivier Brahic, Felipe Alvarez, Jérôme Bolte

Publication date: 28 February 2005

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.10331

zbMATH Keywords

global convergence; existence; gradient flow; Lyapunov functional; Bregman distance; Legendre transform coordinates; convex and linear programming; Hessian Riemannian metric; Lagrange and Hamilton equations; Legendre-type convex function; quasi-convex minimization

Mathematics Subject Classification ID

90C25: Convex programming

34A12: Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations

34D05: Asymptotic properties of solutions to ordinary differential equations

34C40: Ordinary differential equations and systems on manifolds

Related Items

Gradient Flows, Second-Order Gradient Systems and Convexity, On the Convergence of Gradient-Like Flows with Noisy Gradient Input, Singular Riemannian barrier methods and gradient-projection dynamical systems for constrained optimization, Unnamed Item, The Hessian Riemannian flow and Newton’s method for effective Hamiltonians and Mather measures, Second-Order Dynamics with Hessian-Driven Damping for Linearly Constrained Convex Minimization, Hessian Barrier Algorithms for Linearly Constrained Optimization Problems, Principal Subspace Flows Via Mechanical Systems on Grassmann Manifolds, Fenchel conjugate via Busemann function on Hadamard manifolds, Time-varying distributed optimization problem with inequality constraints, No-regret algorithms in on-line learning, games and convex optimization, Conformal mirror descent with logarithmic divergences, Geometry and convergence of natural policy gradient methods, Continuous time learning algorithms in optimization and game theory, A Geodesic Interior-Point Method for Linear Optimization over Symmetric Cones, First-order methods for convex optimization, An inexact proximal method for quasiconvex minimization, An extension of proximal methods for quasiconvex minimization on the nonnegative orthant, Proximal point method for minimizing quasiconvex locally Lipschitz functions on Hadamard manifolds, Legendre transform and applications to finite and infinite optimization, First-order geometric multilevel optimization for discrete tomography, Replicator dynamics: old and new, Central paths in semidefinite programming, generalized proximal-point method and Cauchy trajectories in Riemannian manifolds, Riemannian game dynamics, Stochastic mirror descent dynamics and their convergence in monotone variational inequalities, Learning in games with continuous action sets and unknown payoff functions, A Laplacian approach to \(\ell_1\)-norm minimization, Curiosities and counterexamples in smooth convex optimization, Physarum-inspired multi-commodity flow dynamics, An alternative to EM for Gaussian mixture models: batch and stochastic Riemannian optimization, Sign projected gradient flow: a continuous-time approach to convex optimization with linear equality constraints, Splitting methods with variable metric for Kurdyka-Łojasiewicz functions and general convergence rates, Geometry of matrix decompositions seen through optimal transport and information geometry, Markovian traffic equilibrium, Learning in Games via Reinforcement and Regularization, Full convergence of the proximal point method for quasiconvex functions on Hadamard manifolds, Inertial Game Dynamics and Applications to Constrained Optimization, Penalty-Regulated Dynamics and Robust Learning Procedures in Games, Unnamed Item