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10 - Additional tools

Published online by Cambridge University Press:  09 March 2023

Nicolas Boumal
Affiliation:
École Polytechnique Fédérale de Lausanne
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Summary

The optimization algorithms from Chapters 4 and 6 require only rather simple tools from Riemannian geometry, all covered in Chapters 3 and 5 for embedded submanifolds then generalized in Chapter 8. This chapter provides additional geometric tools to gain deeper insight and help develop more sophisticated algorithms. It opens with the Riemannian distance then discusses exponential maps as retractions which generate geodesics. This is paired with a careful discussion of what it means to invert the exponential map. Then, the chapter defines parallel transport to compare tangent vectors in different tangent spaces. Later, the chapter defines transporters which can been seen as a relaxed type of parallel transport. Before that, we take a deep dive into the notion of Lipschitz continuity for gradients and Hessians on Riemannian manifolds, aiming to connect these concepts with the Lipschitz-type regularity assumptions we required to analyze gradient descent and trust regions. The chapter closes with a discussion of how to approximate Riemannian Hessians with finite differences of gradients via transporters, and with an introduction to the differentiation of tensor fields of all orders.

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Publisher: Cambridge University Press
Print publication year: 2023

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  • Additional tools
  • Nicolas Boumal, École Polytechnique Fédérale de Lausanne
  • Book: An Introduction to Optimization on Smooth Manifolds
  • Online publication: 09 March 2023
  • Chapter DOI: https://doi.org/10.1017/9781009166164.011
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  • Additional tools
  • Nicolas Boumal, École Polytechnique Fédérale de Lausanne
  • Book: An Introduction to Optimization on Smooth Manifolds
  • Online publication: 09 March 2023
  • Chapter DOI: https://doi.org/10.1017/9781009166164.011
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Additional tools
  • Nicolas Boumal, École Polytechnique Fédérale de Lausanne
  • Book: An Introduction to Optimization on Smooth Manifolds
  • Online publication: 09 March 2023
  • Chapter DOI: https://doi.org/10.1017/9781009166164.011
Available formats
×