Symplectic geometry of constrained optimization

DOI10.1134/S1560354717060119MaRDI QIDQ1702816zbMATH OpenOpenAlexFDO

Authors A. A. Agrachev, I. Beschastnyi

Publication date 28 February 2018

Published in Regular and Chaotic Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.06103

zbMATH Keywords

Lagrangian GrassmanianLagrangian multipliersMaslov indexoptimal controlsecond variation

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Symplectic manifolds (general theory) (53D05) Lagrangian submanifolds; Maslov index (53D12) Numerical optimization and variational techniques (65K10)

Abstract: These are the notes of rather informal lectures given by the first co-author in UPMC, Paris, in January 2017. Practical goal is to explain how to compute or estimate the Morse index of the second variation. Symplectic geometry allows to effectively do it even for very degenerate problems with complicated constraints. Main geometric and analytic tool is the appropriately rearranged Maslov index. In these lectures, we try to emphasize geometric structure and omit analytic routine. Proofs are often substituted by informal explanations but a well-trained mathematician will easily re-write them in a conventional way.

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Cites work

• Corrigenda to: Introduction to Symplectic Topology
• Feedback-invariant optimal control theory and differential geometry. II. Jacobi curves for singular extremals
• scientific article; zbMATH DE number 6701547 (Why is no real title available?)
• scientific article; zbMATH DE number 4186487 (Why is no real title available?)
• Pointwise second-order necessary optimality conditions and second-order sensitivity relations in optimal control
• Quadratic mappings in geometric control theory
• Strong Optimality for a Bang-Bang Trajectory
• Symplectic geometry and quantum mechanics

Cited in

(14)

• Jacobi fields in optimal control: one-dimensional variations
• Jacobi fields in optimal control: Morse and Maslov indices
• Geometric minimization of highly symmetric potentials
• scientific article; zbMATH DE number 4205240 (Why is no real title available?)
• Symplectic Pontryagin approximations for optimal design
• Riemannian Optimization on the Symplectic Stiefel Manifold
• Geometry of Maslov cycles
• scientific article; zbMATH DE number 4186487 (Why is no real title available?)
• Conformal symplectic and relativistic optimization
• Index theorems for graph-parametrized optimal control problems
• Operators arising as second variation of optimal control problems and their spectral asymptotics
• Practical perspectives on symplectic accelerated optimization
• Functional determinants for the second variation
• Critical landscape topology for optimization on the symplectic group

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