Optimization on the symplectic Stiefel manifold: SR decomposition-based retraction and applications

DOI10.1016/J.LAA.2023.10.025zbMATH Open1530.53067arXiv2211.09481MaRDI QIDQ6185976FDOQ6185976

Authors: Bin Gao, Nguyen Thanh Son, Tatjana Stykel 

Publication date: 9 January 2024

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: Numerous problems in optics, quantum physics, stability analysis, and control of dynamical systems can be brought to an optimization problem with matrix variable subjected to the symplecticity constraint. As this constraint nicely forms a so-called symplectic Stiefel manifold, Riemannian optimization is preferred, because one can borrow ideas from unconstrained optimization methods after preparing necessary geometric tools. Retraction is arguably the most important one which decides the way iterates are updated given a search direction. Two retractions have been constructed so far: one relies on the Cayley transform and the other is designed using quasi-geodesic curves. In this paper, we propose a new retraction which is based on an SR matrix decomposition. We prove that its domain contains the open unit ball which is essential in proving the global convergence of the associated gradient-based optimization algorithm. Moreover, we consider three applications--symplectic target matrix problem, symplectic eigenvalue computation, and symplectic model reduction of Hamiltonian systems--with various examples. The extensive numerical comparisons reveal the strengths of the proposed optimization algorithm.

Full work available at URL: https://arxiv.org/abs/2211.09481

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zbMATH Keywords

Hamiltonian systemsRiemannian optimizationSR decompositionsymplectic eigenvaluessymplectic Stiefel manifoldsymplectic model reductionsymplectic target problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Differential geometry of homogeneous manifolds (53C30)

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Cited In (1)

• A collection of efficient retractions for the symplectic Stiefel manifold

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