优化几何及其对优化算法的影响

Michael Pauley, J. Manton
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引用次数: 1

摘要

优化几何研究了流形上一类光滑优化问题的几何性质。重点放在那些具有纤维的Morse类上,即,在所有特定的问题实例中,目标函数都是Morse。如果这个条件成立,优化可以分为两个部分:计算某些查找表的(困难的)准备阶段,以及在给定参数值的情况下使用查找表快速找到特定问题实例的全局最优的(容易的)优化阶段。在本文中,我们展示了如何在准备阶段自动检查光纤的莫尔斯条件。我们还实现了优化阶段的一个版本,从而提供了理论建议的算法的完整演示。我们讨论了当光纤莫尔斯条件失效时出现的问题,并就如何处理这些问题提出了一些初步的想法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Optimisation geometry and its implications for optimisation algorithms
Optimisation geometry studies the geometry of a smooth class of optimisation problems on manifolds. A focus is placed on those classes that are fibre-wise Morse, i.e., such that in all specific problem instances, the objective function is Morse. If this condition holds, optimisation can be split into two parts: a (hard) preparation stage that computes certain lookup tables, and an (easy) optimisation stage that, given parameter values, uses the lookup tables to quickly find the global optimum for the particular problem instance. In this paper we show how the fibre-wise Morse condition can be automatically checked during the preparation stage. We also implement a version of the optimisation stage, thus providing a complete demonstration of the algorithm suggested by the theory. We discuss what goes wrong when the fibre-wise Morse condition fails and put forward some preliminary ideas on how these issues might be handled.
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