Author: Nicolas Boumal
Publisher: Cambridge University Press
ISBN: 1009178717
Category : Mathematics
Languages : en
Pages : 358
Book Description
Optimization on Riemannian manifolds-the result of smooth geometry and optimization merging into one elegant modern framework-spans many areas of science and engineering, including machine learning, computer vision, signal processing, dynamical systems and scientific computing. This text introduces the differential geometry and Riemannian geometry concepts that will help students and researchers in applied mathematics, computer science and engineering gain a firm mathematical grounding to use these tools confidently in their research. Its charts-last approach will prove more intuitive from an optimizer's viewpoint, and all definitions and theorems are motivated to build time-tested optimization algorithms. Starting from first principles, the text goes on to cover current research on topics including worst-case complexity and geodesic convexity. Readers will appreciate the tricks of the trade for conducting research and for numerical implementations sprinkled throughout the book.
An Introduction to Optimization on Smooth Manifolds
Author: Nicolas Boumal
Publisher: Cambridge University Press
ISBN: 1009178717
Category : Mathematics
Languages : en
Pages : 358
Book Description
Optimization on Riemannian manifolds-the result of smooth geometry and optimization merging into one elegant modern framework-spans many areas of science and engineering, including machine learning, computer vision, signal processing, dynamical systems and scientific computing. This text introduces the differential geometry and Riemannian geometry concepts that will help students and researchers in applied mathematics, computer science and engineering gain a firm mathematical grounding to use these tools confidently in their research. Its charts-last approach will prove more intuitive from an optimizer's viewpoint, and all definitions and theorems are motivated to build time-tested optimization algorithms. Starting from first principles, the text goes on to cover current research on topics including worst-case complexity and geodesic convexity. Readers will appreciate the tricks of the trade for conducting research and for numerical implementations sprinkled throughout the book.
Publisher: Cambridge University Press
ISBN: 1009178717
Category : Mathematics
Languages : en
Pages : 358
Book Description
Optimization on Riemannian manifolds-the result of smooth geometry and optimization merging into one elegant modern framework-spans many areas of science and engineering, including machine learning, computer vision, signal processing, dynamical systems and scientific computing. This text introduces the differential geometry and Riemannian geometry concepts that will help students and researchers in applied mathematics, computer science and engineering gain a firm mathematical grounding to use these tools confidently in their research. Its charts-last approach will prove more intuitive from an optimizer's viewpoint, and all definitions and theorems are motivated to build time-tested optimization algorithms. Starting from first principles, the text goes on to cover current research on topics including worst-case complexity and geodesic convexity. Readers will appreciate the tricks of the trade for conducting research and for numerical implementations sprinkled throughout the book.
An Introduction to Optimization on Smooth Manifolds
Author: Nicolas Boumal
Publisher: Cambridge University Press
ISBN: 1009166174
Category : Computers
Languages : en
Pages : 357
Book Description
An invitation to optimization with Riemannian geometry for applied mathematics, computer science and engineering students and researchers.
Publisher: Cambridge University Press
ISBN: 1009166174
Category : Computers
Languages : en
Pages : 357
Book Description
An invitation to optimization with Riemannian geometry for applied mathematics, computer science and engineering students and researchers.
Optimization Algorithms on Matrix Manifolds
Author: P.-A. Absil
Publisher: Princeton University Press
ISBN: 1400830249
Category : Mathematics
Languages : en
Pages : 240
Book Description
Many problems in the sciences and engineering can be rephrased as optimization problems on matrix search spaces endowed with a so-called manifold structure. This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms. It places careful emphasis on both the numerical formulation of the algorithm and its differential geometric abstraction--illustrating how good algorithms draw equally from the insights of differential geometry, optimization, and numerical analysis. Two more theoretical chapters provide readers with the background in differential geometry necessary to algorithmic development. In the other chapters, several well-known optimization methods such as steepest descent and conjugate gradients are generalized to abstract manifolds. The book provides a generic development of each of these methods, building upon the material of the geometric chapters. It then guides readers through the calculations that turn these geometrically formulated methods into concrete numerical algorithms. The state-of-the-art algorithms given as examples are competitive with the best existing algorithms for a selection of eigenspace problems in numerical linear algebra. Optimization Algorithms on Matrix Manifolds offers techniques with broad applications in linear algebra, signal processing, data mining, computer vision, and statistical analysis. It can serve as a graduate-level textbook and will be of interest to applied mathematicians, engineers, and computer scientists.
Publisher: Princeton University Press
ISBN: 1400830249
Category : Mathematics
Languages : en
Pages : 240
Book Description
Many problems in the sciences and engineering can be rephrased as optimization problems on matrix search spaces endowed with a so-called manifold structure. This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms. It places careful emphasis on both the numerical formulation of the algorithm and its differential geometric abstraction--illustrating how good algorithms draw equally from the insights of differential geometry, optimization, and numerical analysis. Two more theoretical chapters provide readers with the background in differential geometry necessary to algorithmic development. In the other chapters, several well-known optimization methods such as steepest descent and conjugate gradients are generalized to abstract manifolds. The book provides a generic development of each of these methods, building upon the material of the geometric chapters. It then guides readers through the calculations that turn these geometrically formulated methods into concrete numerical algorithms. The state-of-the-art algorithms given as examples are competitive with the best existing algorithms for a selection of eigenspace problems in numerical linear algebra. Optimization Algorithms on Matrix Manifolds offers techniques with broad applications in linear algebra, signal processing, data mining, computer vision, and statistical analysis. It can serve as a graduate-level textbook and will be of interest to applied mathematicians, engineers, and computer scientists.
Riemannian Optimization and Its Applications
Author: Hiroyuki Sato
Publisher: Springer Nature
ISBN: 3030623912
Category : Technology & Engineering
Languages : en
Pages : 129
Book Description
This brief describes the basics of Riemannian optimization—optimization on Riemannian manifolds—introduces algorithms for Riemannian optimization problems, discusses the theoretical properties of these algorithms, and suggests possible applications of Riemannian optimization to problems in other fields. To provide the reader with a smooth introduction to Riemannian optimization, brief reviews of mathematical optimization in Euclidean spaces and Riemannian geometry are included. Riemannian optimization is then introduced by merging these concepts. In particular, the Euclidean and Riemannian conjugate gradient methods are discussed in detail. A brief review of recent developments in Riemannian optimization is also provided. Riemannian optimization methods are applicable to many problems in various fields. This brief discusses some important applications including the eigenvalue and singular value decompositions in numerical linear algebra, optimal model reduction in control engineering, and canonical correlation analysis in statistics.
Publisher: Springer Nature
ISBN: 3030623912
Category : Technology & Engineering
Languages : en
Pages : 129
Book Description
This brief describes the basics of Riemannian optimization—optimization on Riemannian manifolds—introduces algorithms for Riemannian optimization problems, discusses the theoretical properties of these algorithms, and suggests possible applications of Riemannian optimization to problems in other fields. To provide the reader with a smooth introduction to Riemannian optimization, brief reviews of mathematical optimization in Euclidean spaces and Riemannian geometry are included. Riemannian optimization is then introduced by merging these concepts. In particular, the Euclidean and Riemannian conjugate gradient methods are discussed in detail. A brief review of recent developments in Riemannian optimization is also provided. Riemannian optimization methods are applicable to many problems in various fields. This brief discusses some important applications including the eigenvalue and singular value decompositions in numerical linear algebra, optimal model reduction in control engineering, and canonical correlation analysis in statistics.
An Introduction to Manifolds
Author: Loring W. Tu
Publisher: Springer Science & Business Media
ISBN: 1441974008
Category : Mathematics
Languages : en
Pages : 426
Book Description
Manifolds, the higher-dimensional analogs of smooth curves and surfaces, are fundamental objects in modern mathematics. Combining aspects of algebra, topology, and analysis, manifolds have also been applied to classical mechanics, general relativity, and quantum field theory. In this streamlined introduction to the subject, the theory of manifolds is presented with the aim of helping the reader achieve a rapid mastery of the essential topics. By the end of the book the reader should be able to compute, at least for simple spaces, one of the most basic topological invariants of a manifold, its de Rham cohomology. Along the way, the reader acquires the knowledge and skills necessary for further study of geometry and topology. The requisite point-set topology is included in an appendix of twenty pages; other appendices review facts from real analysis and linear algebra. Hints and solutions are provided to many of the exercises and problems. This work may be used as the text for a one-semester graduate or advanced undergraduate course, as well as by students engaged in self-study. Requiring only minimal undergraduate prerequisites, 'Introduction to Manifolds' is also an excellent foundation for Springer's GTM 82, 'Differential Forms in Algebraic Topology'.
Publisher: Springer Science & Business Media
ISBN: 1441974008
Category : Mathematics
Languages : en
Pages : 426
Book Description
Manifolds, the higher-dimensional analogs of smooth curves and surfaces, are fundamental objects in modern mathematics. Combining aspects of algebra, topology, and analysis, manifolds have also been applied to classical mechanics, general relativity, and quantum field theory. In this streamlined introduction to the subject, the theory of manifolds is presented with the aim of helping the reader achieve a rapid mastery of the essential topics. By the end of the book the reader should be able to compute, at least for simple spaces, one of the most basic topological invariants of a manifold, its de Rham cohomology. Along the way, the reader acquires the knowledge and skills necessary for further study of geometry and topology. The requisite point-set topology is included in an appendix of twenty pages; other appendices review facts from real analysis and linear algebra. Hints and solutions are provided to many of the exercises and problems. This work may be used as the text for a one-semester graduate or advanced undergraduate course, as well as by students engaged in self-study. Requiring only minimal undergraduate prerequisites, 'Introduction to Manifolds' is also an excellent foundation for Springer's GTM 82, 'Differential Forms in Algebraic Topology'.
Introduction to Smooth Manifolds
Author: John M. Lee
Publisher: Springer Science & Business Media
ISBN: 0387217525
Category : Mathematics
Languages : en
Pages : 646
Book Description
Author has written several excellent Springer books.; This book is a sequel to Introduction to Topological Manifolds; Careful and illuminating explanations, excellent diagrams and exemplary motivation; Includes short preliminary sections before each section explaining what is ahead and why
Publisher: Springer Science & Business Media
ISBN: 0387217525
Category : Mathematics
Languages : en
Pages : 646
Book Description
Author has written several excellent Springer books.; This book is a sequel to Introduction to Topological Manifolds; Careful and illuminating explanations, excellent diagrams and exemplary motivation; Includes short preliminary sections before each section explaining what is ahead and why
Smooth Manifolds and Observables
Author: Jet Nestruev
Publisher: Springer Nature
ISBN: 3030456501
Category : Mathematics
Languages : en
Pages : 441
Book Description
This book gives an introduction to fiber spaces and differential operators on smooth manifolds. Over the last 20 years, the authors developed an algebraic approach to the subject and they explain in this book why differential calculus on manifolds can be considered as an aspect of commutative algebra. This new approach is based on the fundamental notion of observable which is used by physicists and will further the understanding of the mathematics underlying quantum field theory.
Publisher: Springer Nature
ISBN: 3030456501
Category : Mathematics
Languages : en
Pages : 441
Book Description
This book gives an introduction to fiber spaces and differential operators on smooth manifolds. Over the last 20 years, the authors developed an algebraic approach to the subject and they explain in this book why differential calculus on manifolds can be considered as an aspect of commutative algebra. This new approach is based on the fundamental notion of observable which is used by physicists and will further the understanding of the mathematics underlying quantum field theory.
Statistical Inference Via Convex Optimization
Author: Anatoli Juditsky
Publisher: Princeton University Press
ISBN: 0691197296
Category : Mathematics
Languages : en
Pages : 655
Book Description
This authoritative book draws on the latest research to explore the interplay of high-dimensional statistics with optimization. Through an accessible analysis of fundamental problems of hypothesis testing and signal recovery, Anatoli Juditsky and Arkadi Nemirovski show how convex optimization theory can be used to devise and analyze near-optimal statistical inferences. Statistical Inference via Convex Optimization is an essential resource for optimization specialists who are new to statistics and its applications, and for data scientists who want to improve their optimization methods. Juditsky and Nemirovski provide the first systematic treatment of the statistical techniques that have arisen from advances in the theory of optimization. They focus on four well-known statistical problems—sparse recovery, hypothesis testing, and recovery from indirect observations of both signals and functions of signals—demonstrating how they can be solved more efficiently as convex optimization problems. The emphasis throughout is on achieving the best possible statistical performance. The construction of inference routines and the quantification of their statistical performance are given by efficient computation rather than by analytical derivation typical of more conventional statistical approaches. In addition to being computation-friendly, the methods described in this book enable practitioners to handle numerous situations too difficult for closed analytical form analysis, such as composite hypothesis testing and signal recovery in inverse problems. Statistical Inference via Convex Optimization features exercises with solutions along with extensive appendixes, making it ideal for use as a graduate text.
Publisher: Princeton University Press
ISBN: 0691197296
Category : Mathematics
Languages : en
Pages : 655
Book Description
This authoritative book draws on the latest research to explore the interplay of high-dimensional statistics with optimization. Through an accessible analysis of fundamental problems of hypothesis testing and signal recovery, Anatoli Juditsky and Arkadi Nemirovski show how convex optimization theory can be used to devise and analyze near-optimal statistical inferences. Statistical Inference via Convex Optimization is an essential resource for optimization specialists who are new to statistics and its applications, and for data scientists who want to improve their optimization methods. Juditsky and Nemirovski provide the first systematic treatment of the statistical techniques that have arisen from advances in the theory of optimization. They focus on four well-known statistical problems—sparse recovery, hypothesis testing, and recovery from indirect observations of both signals and functions of signals—demonstrating how they can be solved more efficiently as convex optimization problems. The emphasis throughout is on achieving the best possible statistical performance. The construction of inference routines and the quantification of their statistical performance are given by efficient computation rather than by analytical derivation typical of more conventional statistical approaches. In addition to being computation-friendly, the methods described in this book enable practitioners to handle numerous situations too difficult for closed analytical form analysis, such as composite hypothesis testing and signal recovery in inverse problems. Statistical Inference via Convex Optimization features exercises with solutions along with extensive appendixes, making it ideal for use as a graduate text.
Introduction to Riemannian Manifolds
Author: John M. Lee
Publisher: Springer
ISBN: 3319917552
Category : Mathematics
Languages : en
Pages : 447
Book Description
This text focuses on developing an intimate acquaintance with the geometric meaning of curvature and thereby introduces and demonstrates all the main technical tools needed for a more advanced course on Riemannian manifolds. It covers proving the four most fundamental theorems relating curvature and topology: the Gauss-Bonnet Theorem, the Cartan-Hadamard Theorem, Bonnet’s Theorem, and a special case of the Cartan-Ambrose-Hicks Theorem.
Publisher: Springer
ISBN: 3319917552
Category : Mathematics
Languages : en
Pages : 447
Book Description
This text focuses on developing an intimate acquaintance with the geometric meaning of curvature and thereby introduces and demonstrates all the main technical tools needed for a more advanced course on Riemannian manifolds. It covers proving the four most fundamental theorems relating curvature and topology: the Gauss-Bonnet Theorem, the Cartan-Hadamard Theorem, Bonnet’s Theorem, and a special case of the Cartan-Ambrose-Hicks Theorem.
Introduction to Topological Manifolds
Author: John M. Lee
Publisher: Springer Science & Business Media
ISBN: 038722727X
Category : Mathematics
Languages : en
Pages : 395
Book Description
Manifolds play an important role in topology, geometry, complex analysis, algebra, and classical mechanics. Learning manifolds differs from most other introductory mathematics in that the subject matter is often completely unfamiliar. This introduction guides readers by explaining the roles manifolds play in diverse branches of mathematics and physics. The book begins with the basics of general topology and gently moves to manifolds, the fundamental group, and covering spaces.
Publisher: Springer Science & Business Media
ISBN: 038722727X
Category : Mathematics
Languages : en
Pages : 395
Book Description
Manifolds play an important role in topology, geometry, complex analysis, algebra, and classical mechanics. Learning manifolds differs from most other introductory mathematics in that the subject matter is often completely unfamiliar. This introduction guides readers by explaining the roles manifolds play in diverse branches of mathematics and physics. The book begins with the basics of general topology and gently moves to manifolds, the fundamental group, and covering spaces.