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On the geometry of saddle point algorithms

机译:在马鞍点算法的几何形状上

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There has been great deal of innovative work in recent years relating discrete algorithms to continuous flows. Of particular interest are flows which are gradient flows or Hamiltonian flows. Hamiltonian flows do not have asymptotically stable equilibria, but a restriction of the system to a certain set of variables may have such an equilibrium. In nonlinear optimization and game theory there is an interest in systems with saddle point equilibria. The authors show that certain flows with such equilibria can be both Hamiltonian and gradient and discuss the relationship of such flows with the gradient method for finding saddle points in nonlinear optimization problems. These results are compared with gradient flows associated with the Toda lattice.
机译:近年来,近年来的离散算法与连续流动有很大的创新工作。 特别感兴趣的是渐变流或哈密顿流量的流动。 汉密尔顿流量没有渐近稳定的均衡,但是系统对某一组变量的限制可能具有如此的平衡。 在非线性优化和博弈论中,对具有鞍点均衡的系统有兴趣。 作者表明,具有这种均衡的某些流量可以是哈密顿和梯度,并且讨论这种流的关系与用于在非线性优化问题中查找鞍点的梯度方法。 将这些结果与与TODA格子相关联的梯度流进行比较。

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