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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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4896144192 · Jun 202019922001200920172026
48 results for convex Hamiltonian

Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

problem Accelerating convex optimization
method Hamiltonian dynamics
result Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

Let K be a connected Lie group and M a Hamiltonian K-manifold. In this paper, we introduce the notion of convexity of M. It implies that the momentum image is convex, the moment map has connected fibers, and the total moment map is open onto its image. Conversely, the three properties above imply convexity. We show tha…

2001-12-13abs ↗pdf ↗

New methods accelerate gradient descent for convex and strongly convex functions.

problem Improving convergence rates of gradient-based optimization methods.
method Formulated two classes of first-order algorithms with Lyapunov analyses and Hamiltonian assisted gradient method.
result Achieved accelerated convergence rates matching Nesterov's methods in strongly and general convex settings.

Study Hamiltonian diffeomorphisms on symplectic manifolds and properties of invariant convex functions.

problem Properties of invariant convex functions under Hamiltonian diffeomorphisms.
method Analysis of the adjoint action and properties of invariant convex functions.
result Continuous convex functions invariant under Hamiltonian diffeomorphisms are also invariant under strict rearrangements.

We study generalized moment maps for a Hamiltonian action on a connected compact HH-twisted generalized complex manifold introduced by Lin and Tolman and prove the convexity and connectedness properties of the generalized moment maps for a Hamiltonian torus action.

2007-10-21abs ↗pdf ↗

The paper proves optimal smoothness for certain Lagrangian graphs with specific Hölder continuity.

problem Optimal regularity for Hölder continuous Hamiltonian stationary Lagrangian graphs.
method Establishing smoothness conditions based on Hölder exponent and Lagrangian phase properties.
result Smoothness of graphs is achieved when Hölder exponent is strictly greater than 1/3 and Lagrangian phase is supercritical.

The convexity theorem of Atiyah and Guillemin-Sternberg says that any connected compact manifold with Hamiltonian torus action has a moment map whose image is the convex hull of the image of the fixed point set. Sjamaar-Lerman proved that the Marsden-Weinstein reduction of a connected Hamitonian GG-manifold is a strat…

2005-09-19abs ↗pdf ↗

In this paper, we consider generalized moment maps for Hamiltonian actions on HH-twisted generalized complex manifolds introduced by Lin and Tolman \cite{Lin}. The main purpose of this paper is to show convexity and connectedness properties for generalized moment maps. We study Hamiltonian torus actions on compact HH

2009-01-04abs ↗pdf ↗

HF-opt uses Hamiltonian dynamics to optimize functions, achieving accelerated rates with randomized integration time.

problem Optimizing functions efficiently and accelerating convergence rates.
method Randomized Hamiltonian flow (RHF) with accelerated convergence rates.
result RHGD achieves accelerated convergence rates similar to Nesterov's AGD.

A new decentralized Bayesian learning method using Metropolis-adjusted Hamiltonian Monte Carlo.

problem Decentralized Bayesian learning with uncertainty quantification.
method Metropolis-adjusted Hamiltonian Monte Carlo in a decentralized federated learning setting.
result Theoretical guarantees and numerical effectiveness of the method on non-convex problems.

Stochastic Gradient Hamiltonian Monte Carlo (SGHMC) is a momentum version of stochastic gradient descent with properly injected Gaussian noise to find a global minimum. In this paper, non-asymptotic convergence analysis of SGHMC is given in the context of non-convex optimization, where subsampling techniques are used o…

2019-03-25abs ↗pdf ↗

In the first part of the paper, we build a foundation for further work on Hamiltonian actions on symplectic orbifolds. Most importantly we prove the orbifold versions of the abelian connectedness and convexity theorems. In the second half, we prove that compact symplectic orbifolds with completely integrable torus acti…

1995-11-18abs ↗pdf ↗

In [GMPS] we proved that the moment map image of a bb-symplectic toric manifold is a convex bb-polytope. In this paper we obtain convexity results for the more general case of non-toric hamiltonian torus actions on bb-symplectic manifolds. The modular weights of the action on the connected components of the exceptio…

2014-12-08abs ↗pdf ↗

We introduce the notion of a Hamiltonian action of an étale Lie group stack on an étale symplectic stack and establish versions of the Kirwan convexity theorem, the Meyer-Marsden-Weinstein symplectic reduction theorem, and the Duistermaat-Heckman theorem in this context.

2018-08-02abs ↗pdf ↗

We consider a {\em Hamiltonian setup} $\sextuple$, where (M,ω)(\mathcal M,ω) is a symplectic manifold, L\mathfrak L is a distribution of Lagrangian subspaces in M\mathcal M, P\mathcal P a Lagrangian submanifold of M \mathcal M, HH is a smooth time dependent Hamiltonian function on M\mathcal M and $Γ:[a,b]\to\mathcal…

1999-11-08abs ↗pdf ↗

We develop a theory of "quasi"-Hamiltonian G-spaces for which the moment map takes values in the group G itself rather than in the dual of the Lie algebra. The theory includes counterparts of Hamiltonian reductions, the Guillemin-Sternberg symplectic cross-section theorem and of convexity properties of the moment map. …

1997-07-26abs ↗pdf ↗

In this article we consider a generalization of manifolds and orbifolds which we call quasifolds; quasifolds of dimension k are locally isomorphic to the quotient of R^k by the action of a discrete group - tipically they are not Hausdorff topological spaces. The analogue of a torus in this geometry is a quasitorus. We …

1999-04-30abs ↗pdf ↗

Consider a Hamiltonian action of a compact Lie group on a compact symplectic manifold. A theorem of Kirwan's says that the image of the momentum mapping intersects the positive Weyl chamber in a convex polytope. I present a new proof of Kirwan's theorem, which gives explicit information on how the vertices of the polyt…

1994-08-15abs ↗pdf ↗

We show that the generalized Kähler-Ricci soliton equation on 4-dimensional toric Kähler orbifolds reduces to ODEs assuming there is a Hamiltonian 2-form. This leads to an explicit resolution of this equation on labeled triangles and convex labeled quadrilaterals. In particular, we give the explicit expression of the K…

2011-03-24abs ↗pdf ↗

We take a Hamiltonian-based perspective to generalize Nesterov's accelerated gradient descent and Polyak's heavy ball method to a broad class of momentum methods in the setting of (possibly) constrained minimization in Euclidean and non-Euclidean normed vector spaces. Our perspective leads to a generic and unifying non…

2019-06-02abs ↗pdf ↗

Based on a new coupling approach, we prove that the transition step of the Hamiltonian Monte Carlo algorithm is contractive w.r.t. a carefully designed Kantorovich (L1 Wasserstein) distance. The lower bound for the contraction rate is explicit. Global convexity of the potential is not required, and thus multimodal targ…

2018-05-01abs ↗pdf ↗

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger class includes functions whose second derivatives may be singular or unbounded at th…

2018-09-13abs ↗pdf ↗

In this article we study the Hofer geometry of a compact Lie group KK which acts by Hamiltonian diffeomorphisms on a symplectic manifold MM. Generalized Hofer norms on the Lie algebra of KK are introduced and analyzed with tools from group invariant convex geometry, functional and matrix analysis. Several global res…

2019-07-23abs ↗pdf ↗

We investigate special lcs and twisted Hamiltonian torus actions on strict lcs manifolds and characterize them geometrically in terms of the minimal presentation. We prove a convexity theorem for the corresponding twisted moment map, establishing thus an analog of the symplectic convexity theorem of Atiyah and Guillemi…

2018-05-01abs ↗pdf ↗

ECD algorithm speeds up non-convex optimization, offering quantum and stochastic enhancements.

problem Non-convex optimization challenges in machine learning.
method Energy Conserving Descent (ECD) algorithm, stochastic ECD dynamics (sECD), quantum ECD Hamiltonian (qECD).
result ECD and its quantum version achieve exponential speedup over gradient descent.

In this paper, we prove there exist at least four geometrically distinct closed characteristics on every compact convex hypersurface $\Sg$ in R8\R^8. This gives a confirmed answer in the case n=4n=4 to a long standing conjecture in Hamiltonian analysis since the time of A. M. Liapounov in 1892 (cf. P. 235 of \cite{Eke3}…

2013-05-21abs ↗pdf ↗

Paper analyzes SGHMC for non-convex optimization with discontinuous gradients.

problem Training neural networks with ReLU activation.
method Non-asymptotic convergence analysis of SGHMC with discontinuous gradients.
result Explicit upper bounds for expected excess risk in non-convex optimization.

One of the most well-known results in the theory of optimal transportation is the equivalence between the convexity of the entropy functional with respect to the Riemannian Wasserstein metric and the Ricci curvature lower bound of the underlying Riemannian manifold. There are also generalizations of this result to the …

2012-05-07abs ↗pdf ↗

A long-standing conjecture in Hamiltonian Dynamics states that the Reeb flow of any convex hypersurface in R2n\mathbb{R}^{2n} carries an elliptic closed orbit. Two important contributions toward its proof were given by Ekeland in 1986 and Dell'Antonio-D'Onofrio-Ekeland in 1995 proving this for convex hypersurfaces satis…

2014-11-10abs ↗pdf ↗

Simplified uHMC with time integration improves accuracy and efficiency.

problem Improving the efficiency and accuracy of Hamiltonian Monte Carlo algorithms.
method Randomized time integrator for uHMC with stratified Monte Carlo.
result Achieves more accurate approximations with fewer gradient evaluations.

Neural networks solve high-dimensional HJB PDEs with asymptotic guarantees.

problem Solving high-dimensional Hamilton-Jacobi-Bellman PDEs in stochastic control theory.
method Actor-critic machine learning algorithm with a structured critic and biased gradient actor.
result The training dynamics converge to an ODE, ensuring solutions to the original problem.

A new tamed stochastic gradient Hamiltonian Monte Carlo algorithm for superlinearly growing stochastic gradients.

problem Sampling and stochastic optimization problems with superlinearly growing stochastic gradients.
method Tamed Stochastic Gradient Hamiltonian Monte Carlo (tSGHMC) algorithm.
result Established a non-asymptotic error bound in Wasserstein-2 distance with a convergence rate of 1/41/4.

In this paper we extend the results of Kirwan et alii on convexity properties of the moment map for Hamiltonian group actions, and on the connectedness of the fibers of the moment map, to the case of non-compact orbifolds. Our motivation is twofold. First, the category of orbifolds is important in symplectic geometry b…

1996-03-26abs ↗pdf ↗

FA-HMC improves Bayesian federated learning with rigorous guarantees.

problem Parameter estimation and uncertainty quantification in non-iid distributed data.
method Federated Averaging stochastic Hamiltonian Monte Carlo (FA-HMC) with convergence guarantees.
result FA-HMC achieves better convergence and communication efficiency than existing methods.

The paper proves a pseudo-Kähler structure on a torus's projective space.

problem Existence of a pseudo-Kähler structure on a torus's projective space.
method Proved the existence of a pseudo-Kähler structure using complex, symplectic, and Riemannian compatibility.
result Existence of a moment map for the SL(2, R) action over the deformation space.