168 research outputs found

    Optimization approaches on smooth manifolds

    Get PDF

    A Schwarz lemma for K\"ahler affine metrics and the canonical potential of a proper convex cone

    Full text link
    This is an account of some aspects of the geometry of K\"ahler affine metrics based on considering them as smooth metric measure spaces and applying the comparison geometry of Bakry-Emery Ricci tensors. Such techniques yield a version for K\"ahler affine metrics of Yau's Schwarz lemma for volume forms. By a theorem of Cheng and Yau there is a canonical K\"ahler affine Einstein metric on a proper convex domain, and the Schwarz lemma gives a direct proof of its uniqueness up to homothety. The potential for this metric is a function canonically associated to the cone, characterized by the property that its level sets are hyperbolic affine spheres foliating the cone. It is shown that for an nn-dimensional cone a rescaling of the canonical potential is an nn-normal barrier function in the sense of interior point methods for conic programming. It is explained also how to construct from the canonical potential Monge-Amp\`ere metrics of both Riemannian and Lorentzian signatures, and a mean curvature zero conical Lagrangian submanifold of the flat para-K\"ahler space.Comment: Minor corrections. References adde

    Interior-point methods on manifolds: theory and applications

    Full text link
    Interior-point methods offer a highly versatile framework for convex optimization that is effective in theory and practice. A key notion in their theory is that of a self-concordant barrier. We give a suitable generalization of self-concordance to Riemannian manifolds and show that it gives the same structural results and guarantees as in the Euclidean setting, in particular local quadratic convergence of Newton's method. We analyze a path-following method for optimizing compatible objectives over a convex domain for which one has a self-concordant barrier, and obtain the standard complexity guarantees as in the Euclidean setting. We provide general constructions of barriers, and show that on the space of positive-definite matrices and other symmetric spaces, the squared distance to a point is self-concordant. To demonstrate the versatility of our framework, we give algorithms with state-of-the-art complexity guarantees for the general class of scaling and non-commutative optimization problems, which have been of much recent interest, and we provide the first algorithms for efficiently finding high-precision solutions for computing minimal enclosing balls and geometric medians in nonpositive curvature.Comment: 85 pages. v2: Merged with independent work arXiv:2212.10981 by Hiroshi Hira

    Classical and quantum algorithms for scaling problems

    Get PDF
    This thesis is concerned with scaling problems, which have a plethora of connections to different areas of mathematics, physics and computer science. Although many structural aspects of these problems are understood by now, we only know how to solve them efficiently in special cases.We give new algorithms for non-commutative scaling problems with complexity guarantees that match the prior state of the art. To this end, we extend the well-known (self-concordance based) interior-point method (IPM) framework to Riemannian manifolds, motivated by its success in the commutative setting. Moreover, the IPM framework does not obviously suffer from the same obstructions to efficiency as previous methods. It also yields the first high-precision algorithms for other natural geometric problems in non-positive curvature.For the (commutative) problems of matrix scaling and balancing, we show that quantum algorithms can outperform the (already very efficient) state-of-the-art classical algorithms. Their time complexity can be sublinear in the input size; in certain parameter regimes they are also optimal, whereas in others we show no quantum speedup over the classical methods is possible. Along the way, we provide improvements over the long-standing state of the art for searching for all marked elements in a list, and computing the sum of a list of numbers.We identify a new application in the context of tensor networks for quantum many-body physics. We define a computable canonical form for uniform projected entangled pair states (as the solution to a scaling problem), circumventing previously known undecidability results. We also show, by characterizing the invariant polynomials, that the canonical form is determined by evaluating the tensor network contractions on networks of bounded size
    corecore