Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.
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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…
New theory for Hamiltonian actions on special geometric structures.
New methods accelerate gradient descent for convex and strongly convex functions.
Introduces HMC method for sampling Gibbs densities.
Consider a Hamiltonian action of a compact connected Lie group on a conformal symplectic manifold. We prove a convexity theorem for the moment map under the assumption that the action is of Lee type, which establishes an analog of Kirwan's convexity theorem in conformal symplectic geometry.
Study Hamiltonian diffeomorphisms on symplectic manifolds and properties of invariant convex functions.
We study generalized moment maps for a Hamiltonian action on a connected compact -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.
The paper proves optimal smoothness for certain Lagrangian graphs with specific Hölder continuity.
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 -manifold is a strat…
In this paper, we consider generalized moment maps for Hamiltonian actions on -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 …
HF-opt uses Hamiltonian dynamics to optimize functions, achieving accelerated rates with randomized integration time.
A new decentralized Bayesian learning method using Metropolis-adjusted Hamiltonian Monte Carlo.
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…
We introduce a notion of a weak Poisson structure on a manifold modeled on a locally convex space. This is done by specifying a Poisson bracket on a subalgebra $\cA \subeq C^\infty(M)$ which has to satisfy a non-degeneracy condition (the differentials of elements of $\cA$ separate tangent vectors) and we postulate …
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…
In [GMPS] we proved that the moment map image of a -symplectic toric manifold is a convex -polytope. In this paper we obtain convexity results for the more general case of non-toric hamiltonian torus actions on -symplectic manifolds. The modular weights of the action on the connected components of the exceptio…
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.
This work is devoted to a systematic study of symplectic convexity for integrable Hamiltonian systems with elliptic and focus-focus singularities. A distinctive feature of these systems is that their base spaces are still smooth manifolds (with boundary and corners), similarly to the toric case, but their associated in…
We consider a {\em Hamiltonian setup} $\sextuple$, where is a symplectic manifold, is a distribution of Lagrangian subspaces in , a Lagrangian submanifold of , is a smooth time dependent Hamiltonian function on and $Γ:[a,b]\to\mathcal…
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. …
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 …
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…
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…
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…
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…
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…
In this article we study the Hofer geometry of a compact Lie group which acts by Hamiltonian diffeomorphisms on a symplectic manifold . Generalized Hofer norms on the Lie algebra of are introduced and analyzed with tools from group invariant convex geometry, functional and matrix analysis. Several global res…
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…
ECD algorithm speeds up non-convex optimization, offering quantum and stochastic enhancements.
In this paper, we prove there exist at least four geometrically distinct closed characteristics on every compact convex hypersurface $\Sg$ in . This gives a confirmed answer in the case to a long standing conjecture in Hamiltonian analysis since the time of A. M. Liapounov in 1892 (cf. P. 235 of \cite{Eke3}…
Derives scalar reduction for generalized Kähler-Ricci solitons, proving uniqueness.
R package for Bayesian empirical likelihood sampling using HMC.
Paper analyzes SGHMC for non-convex optimization with discontinuous gradients.
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 …
A long-standing conjecture in Hamiltonian Dynamics states that the Reeb flow of any convex hypersurface in 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…
Let be a Delzant polytope. We show that the quantization of the corresponding toric manifold in toric Kähler polarizations and in the toric real polarization are related by analytic continuation of Hamiltonian flows evaluated at time . We relate the quantization of in two different …
New method improves convergence for smooth games.
Simplified uHMC with time integration improves accuracy and efficiency.
Neural networks solve high-dimensional HJB PDEs with asymptotic guarantees.
The Teichmüller space of hyperbolic metrics on a surface with fixed lengths at the boundary components is symplectic. We prove that any sum of infinitesimal earthquakes on that is tangent to is Hamiltonian, by providing a Hamiltonian . Such fun…
A new tamed stochastic gradient Hamiltonian Monte Carlo algorithm for superlinearly growing stochastic gradients.
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…
Study on extremals in sub-Lorentzian geometry defined by antinorm.
FA-HMC improves Bayesian federated learning with rigorous guarantees.
The paper proves a pseudo-Kähler structure on a torus's projective space.
Study moment maps coupled with convex functions to find critical points.
New couplings improve understanding of molecular dynamics convergence.