Title
Variational Symplectic Accelerated Optimization on Lie Groups
Abstract
There has been significant interest in generalizations of the Nesterov accelerated gradient descent algorithm due to its improved performance guarantee compared to the standard gradient descent algorithm, and its applicability to large scale optimization problems arising in deep learning. A particularly fruitful approach is based on numerical discretizations of differential equations that describe the continuous time limit of the Nesterov algorithm, and a generalization involving time-dependent Bregman Lagrangian and Hamiltonian dynamics that converges at an arbitrarily fast rate to the minimum. We develop a Lie group variational discretization based on an extended path space formulation of the Bregman Lagrangian on Lie groups, and analyze its computational properties with two examples in attitude determination and vision-based localization.
Year
DOI
Venue
2021
10.1109/CDC45484.2021.9683657
2021 60th IEEE Conference on Decision and Control (CDC)
DocType
ISSN
ISBN
Conference
0743-1546
978-1-6654-3660-1
Citations 
PageRank 
References 
0
0.34
0
Authors
3
Name
Order
Citations
PageRank
Taeyoung Lee146.62
Molei Tao200.34
Molei Tao3165.64