Optimization on the real symplectic group

DOI10.1007/S00605-020-01369-9zbMATH Open1434.49026arXiv1811.07345OpenAlexW3104984361MaRDI QIDQ2297597FDOQ2297597

Ioan Caşu, Petre Birtea, Dan Comănescu

Publication date: 20 February 2020

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Abstract: We regard the real symplectic group $Sp(2n,mathbbR)$ as a constraint submanifold of the $2nimes2n$ real matrices $mathcal{M}_{2n}(mathbbR)$ endowed with the Euclidean (Frobenius) metric, respectively as a submanifold of the general linear group $Gl(2n,mathbbR)$ endowed with the (left) invariant metric. For a cost function that defines an optimization problem on the real symplectic group we give a necessary and sufficient condition for critical points and we apply this condition to the particular case of a least square cost function. In order to characterize the critical points we give a formula for the Hessian of a cost function defined on the real symplectic group, with respect to both considered metrics. For a generalized Brockett cost function we present a necessary condition and a sufficient condition for local minimum. We construct a retraction map that allows us to detail the steepest descent and embedded Newton algorithms for solving an optimization problem on the real symplectic group.

Full work available at URL: https://arxiv.org/abs/1811.07345

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zbMATH Keywords

optimizationsteepest descent algorithmNewton algorithmreal symplectic groupconstraint manifoldretraction map

Mathematics Subject Classification ID

Basic linear algebra (15A99) Newton-type methods (49M15) Differential geometry of homogeneous manifolds (53C30)

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Cited In (9)

• Riemannian Optimization on the Symplectic Stiefel Manifold
• Unit Triangular Factorization of the Matrix Symplectic Group
• Practical perspectives on symplectic accelerated optimization
• Geometry of the symplectic Stiefel manifold endowed with the Euclidean metric
• Critical landscape topology for optimization on the symplectic group
• Orbital geometry and group majorisation in optimisation
• Computing Symplectic Eigenpairs of Symmetric Positive-Definite Matrices via Trace Minimization and Riemannian Optimization
• Optimal unit triangular factorization of symplectic matrices
• Title not available (Why is that?)

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