Lecture

Riemannian Trust Regions framework

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In course

MATH-512: Optimization on manifolds

We develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemannian geometry (with a focus dictated by computational con ...

Description

This lecture introduces the Riemannian Trust Regions (RTR) framework, focusing on the concept of conjugate directions, Newton's method, and the main idea behind RTR. The instructor explains the retraction-based algorithm, the unique minimizer vector, and the conditions for model improvement. The lecture covers the trust-region radius update, the acceptance/rejection criteria for the next iterate, and the requirements for subproblem solving. It also discusses the regularity conditions and the boundedness of the model. Examples and parameters for the maximum radius and threshold are provided.

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Instructor

Nicolas Boumal

Teaching & PhD PhD Students Andreea-Alexandra Musat Past EPFL PhD Students Christopher Criscitiello, Quentin Rebjock Courses Continuous optimization MATH-329 This course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorithms to solve constrained and unconstrained problems. Linear Algebra MATH-111(e) The purpose of the course is to introduce

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Related concepts (31)

Riemannian geometry

Riemannian geometry is the branch of differential geometry that studies Riemannian manifolds, defined as smooth manifolds with a Riemannian metric (an inner product on the tangent space at each point that varies smoothly from point to point). This gives, in particular, local notions of angle, length of curves, surface area and volume. From those, some other global quantities can be derived by integrating local contributions.

Differential geometry

Differential geometry is a mathematical discipline that studies the geometry of smooth shapes and smooth spaces, otherwise known as smooth manifolds. It uses the techniques of differential calculus, integral calculus, linear algebra and multilinear algebra. The field has its origins in the study of spherical geometry as far back as antiquity. It also relates to astronomy, the geodesy of the Earth, and later the study of hyperbolic geometry by Lobachevsky.

Pseudo-Riemannian manifold

In differential geometry, a pseudo-Riemannian manifold, also called a semi-Riemannian manifold, is a differentiable manifold with a metric tensor that is everywhere nondegenerate. This is a generalization of a Riemannian manifold in which the requirement of positive-definiteness is relaxed. Every tangent space of a pseudo-Riemannian manifold is a pseudo-Euclidean vector space. A special case used in general relativity is a four-dimensional Lorentzian manifold for modeling spacetime, where tangent vectors can be classified as timelike, null, and spacelike.

Symplectic geometry

Symplectic geometry is a branch of differential geometry and differential topology that studies symplectic manifolds; that is, differentiable manifolds equipped with a closed, nondegenerate 2-form. Symplectic geometry has its origins in the Hamiltonian formulation of classical mechanics where the phase space of certain classical systems takes on the structure of a symplectic manifold. The term "symplectic", introduced by Weyl, is a calque of "complex"; previously, the "symplectic group" had been called the "line complex group".

Curvature of Riemannian manifolds

In mathematics, specifically differential geometry, the infinitesimal geometry of Riemannian manifolds with dimension greater than 2 is too complicated to be described by a single number at a given point. Riemann introduced an abstract and rigorous way to define curvature for these manifolds, now known as the Riemann curvature tensor. Similar notions have found applications everywhere in differential geometry of surfaces and other objects. The curvature of a pseudo-Riemannian manifold can be expressed in the same way with only slight modifications.

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