Dissipative numerical schemes on Riemannian manifolds with applications to gradient flows
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Publication:4558232
Riemannian manifoldsgeometric integrationnumerical optimizationdiscrete gradientsDTI denoisingInSAR denoising
Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Biomedical imaging and signal processing (92C55) Derivative-free methods and methods using generalized derivatives (90C56) Local differential geometry (53B99)
Abstract: This paper concerns an extension of discrete gradient methods to finite-dimensional Riemannian manifolds termed discrete Riemannian gradients, and their application to dissipative ordinary differential equations. This includes Riemannian gradient flow systems which occur naturally in optimization problems. The Itoh--Abe discrete gradient is formulated and applied to gradient systems, yielding a derivative-free optimization algorithm. The algorithm is tested on two eigenvalue problems and two problems from manifold valued imaging: InSAR denoising and DTI denoising.
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Cited in
(12)- Energy-preserving methods on Riemannian manifolds
- A geometric integration approach to nonsmooth, nonconvex optimisation
- Bregman Itoh-Abe methods for sparse optimisation
- On the energy stable approximation of Hamiltonian and gradient systems
- Accelerated optimization on Riemannian manifolds via discrete constrained variational integrators
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- Discrete gradients in short-range molecular dynamics simulations
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