Modified memoryless spectral-scaling Broyden family on Riemannian manifolds

This paper presents modified memoryless quasi-Newton methods based on the spectral-scaling Broyden family on Riemannian manifolds. The method involves adding one parameter to the search direction of the memoryless self-scaling Broyden family on the manifold. Moreover, it uses a general map instead of vector transport. This idea has already been proposed within a general framework of Riemannian conjugate gradient methods where one can use vector transport, scaled vector transport, or an inverse retraction. We show that the search direction satisfies the sufficient descent condition under some assumptions on the parameters. In addition, we show global convergence of the proposed method under the Wolfe conditions. We numerically compare it with existing methods, including Riemannian conjugate gradient methods and the memoryless spectral-scaling Broyden family. The numerical results indicate that the proposed method with the BFGS formula is suitable for solving an off-diagonal cost function minimization problem on an oblique manifold.Comment: 20 pages, 8 figure

Optimization algorithms for the solution of the frictionless normal contact between rough surfaces

This paper revisits the fundamental equations for the solution of the frictionless unilateral normal contact problem between a rough rigid surface and a linear elastic half-plane using the boundary element method (BEM). After recasting the resulting Linear Complementarity Problem (LCP) as a convex quadratic program (QP) with nonnegative constraints, different optimization algorithms are compared for its solution: (i) a Greedy method, based on different solvers for the unconstrained linear system (Conjugate Gradient CG, Gauss-Seidel, Cholesky factorization), (ii) a constrained CG algorithm, (iii) the Alternating Direction Method of Multipliers (ADMM), and ($iv$) the Non-Negative Least Squares (NNLS) algorithm, possibly warm-started by accelerated gradient projection steps or taking advantage of a loading history. The latter method is two orders of magnitude faster than the Greedy CG method and one order of magnitude faster than the constrained CG algorithm. Finally, we propose another type of warm start based on a refined criterion for the identification of the initial trial contact domain that can be used in conjunction with all the previous optimization algorithms. This method, called Cascade Multi-Resolution (CMR), takes advantage of physical considerations regarding the scaling of the contact predictions by changing the surface resolution. The method is very efficient and accurate when applied to real or numerically generated rough surfaces, provided that their power spectral density function is of power-law type, as in case of self-similar fractal surfaces.Comment: 38 pages, 11 figure

Matrix product states and variational methods applied to critical quantum field theory

We study the second-order quantum phase-transition of massive real scalar field theory with a quartic interaction ($\phi^4$ theory) in (1+1) dimensions on an infinite spatial lattice using matrix product states (MPS). We introduce and apply a naive variational conjugate gradient method, based on the time-dependent variational principle (TDVP) for imaginary time, to obtain approximate ground states, using a related ansatz for excitations to calculate the particle and soliton masses and to obtain the spectral density. We also estimate the central charge using finite-entanglement scaling. Our value for the critical parameter agrees well with recent Monte Carlo results, improving on an earlier study which used the related DMRG method, verifying that these techniques are well-suited to studying critical field systems. We also obtain critical exponents that agree, as expected, with those of the transverse Ising model. Additionally, we treat the special case of uniform product states (mean field theory) separately, showing that they may be used to investigate non-critical quantum field theories under certain conditions.Comment: 24 pages, 21 figures, with a minor improvement to the QFT sectio

Towards Scalable Spectral Clustering via Spectrum-Preserving Sparsification

Eigenvalue decomposition of Laplacian matrices for large nearest-neighbor (NN)graphs is the major computational bottleneck in spectral clustering (SC). To fundamentally address this computational challenge in SC, we propose a scalable spectral sparsification framework that enables to construct nearly-linear-sized ultra-sparse NN graphs with guaranteed preservation of key eigenvalues and eigenvectors of the original Laplacian. The proposed method is based on the latest theoretical results in spectral graph theory and thus can be applied to robustly handle general undirected graphs. By leveraging a nearly-linear time spectral graph topology sparsification phase and a subgraph scaling phase via stochastic gradient descent (SGD) iterations, our approach allows computing tree-like NN graphs that can serve as high-quality proxies of the original NN graphs, leading to highly-scalable and accurate SC of large data sets. Our extensive experimental results on a variety of public domain data sets show dramatically improved performance when compared with state-of-the-art SC methods

Multiclass Semi-Supervised Learning on Graphs using Ginzburg-Landau Functional Minimization

We present a graph-based variational algorithm for classification of high-dimensional data, generalizing the binary diffuse interface model to the case of multiple classes. Motivated by total variation techniques, the method involves minimizing an energy functional made up of three terms. The first two terms promote a stepwise continuous classification function with sharp transitions between classes, while preserving symmetry among the class labels. The third term is a data fidelity term, allowing us to incorporate prior information into the model in a semi-supervised framework. The performance of the algorithm on synthetic data, as well as on the COIL and MNIST benchmark datasets, is competitive with state-of-the-art graph-based multiclass segmentation methods.Comment: 16 pages, to appear in Springer's Lecture Notes in Computer Science volume "Pattern Recognition Applications and Methods 2013", part of series on Advances in Intelligent and Soft Computin