Optimization on the real symplectic group

DOI10.1007/S00605-020-01369-9MaRDI QIDQ2297597zbMATH OpenOpenAlexFDO

Authors Petre Birtea, Ioan Caşu, Dan Comănescu

Publication date 20 February 2020

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

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

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)

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.

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Cited in

(12)

• A Riemannian-steepest-descent approach for optimization on the real symplectic group
• Optimization on the symplectic Stiefel manifold: SR decomposition-based retraction and applications
• 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
• Optimal unit triangular factorization of symplectic matrices
• Orbital geometry and group majorisation in optimisation
• Riemannian Optimization on the Symplectic Stiefel Manifold
• Unit triangular factorization of the matrix symplectic group
• scientific article; zbMATH DE number 3966382 (Why is no real title available?)
• Computing symplectic eigenpairs of symmetric positive-definite matrices via trace minimization and Riemannian optimization
• Solving minimal-distance problems over the manifold of real-symplectic matrices

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