scholarly journals On the Hessian matrix and Minkowski addition of quasiconvex functions

2007 ◽  
Vol 88 (3) ◽  
pp. 276-292 ◽  
Author(s):  
Marco Longinetti ◽  
Paolo Salani
Author(s):  
Shin-ichi Ito ◽  
Takeru Matsuda ◽  
Yuto Miyatake

AbstractWe consider a scalar function depending on a numerical solution of an initial value problem, and its second-derivative (Hessian) matrix for the initial value. The need to extract the information of the Hessian or to solve a linear system having the Hessian as a coefficient matrix arises in many research fields such as optimization, Bayesian estimation, and uncertainty quantification. From the perspective of memory efficiency, these tasks often employ a Krylov subspace method that does not need to hold the Hessian matrix explicitly and only requires computing the multiplication of the Hessian and a given vector. One of the ways to obtain an approximation of such Hessian-vector multiplication is to integrate the so-called second-order adjoint system numerically. However, the error in the approximation could be significant even if the numerical integration to the second-order adjoint system is sufficiently accurate. This paper presents a novel algorithm that computes the intended Hessian-vector multiplication exactly and efficiently. For this aim, we give a new concise derivation of the second-order adjoint system and show that the intended multiplication can be computed exactly by applying a particular numerical method to the second-order adjoint system. In the discussion, symplectic partitioned Runge–Kutta methods play an essential role.


2014 ◽  
Vol 2014 (12) ◽  
Author(s):  
Hannu Paukkunen ◽  
Pia Zurita

2014 ◽  
Vol 57 (1) ◽  
pp. 178-187 ◽  
Author(s):  
Patrick J. Rabier

AbstractWe prove that if f : ℝN → ℝ̄ is quasiconvex and U ⊂ ℝN is open in the density topology, then supU ƒ = ess supU f ; while infU ƒ = ess supU ƒ if and only if the equality holds when U = RN: The first (second) property is typical of lsc (usc) functions, and, even when U is an ordinary open subset, there seems to be no record that they both hold for all quasiconvex functions.This property ensures that the pointwise extrema of f on any nonempty density open subset can be arbitrarily closely approximated by values of ƒ achieved on “large” subsets, which may be of relevance in a variety of situations. To support this claim, we use it to characterize the common points of continuity, or approximate continuity, of two quasiconvex functions that coincide away from a set of measure zero.


2005 ◽  
Vol 16 (02) ◽  
pp. 193-223
Author(s):  
A. CHRISTENSEN

We describe strategies to accelerate the terminal stage of molecular dynamics (MD)-based relaxation algorithms, where a large fraction of the computational resources are used. First, we analyze the qualitative and quantitative behavior of the QuickMin family of MD relaxation algorithms and explore the influence of spectral properties and dimensionality of the molecular system on the algorithm efficiency. We test two algorithms, the MinMax and Lanczos, for spectral estimation from an MD trajectory, and use this to derive a practical scheme of time step adaptation in MD relaxation algorithms to improve efficiency. We also discuss the implementation aspects. Secondly, we explore the final state refinement acceleration by a combination with the conjugate gradient technique, where the key ingredient is an implicit corrector step. Finally, we test the feasibility of passive Hessian matrix accumulation from an MD trajectory, as another route for final phase acceleration. Our suggestions may be implemented within most MD quench implementations with a few, straightforward lines of code, thus maintaining the appealing simplicity of the MD quench algorithms. In this paper, we also bridge the conceptual gap between the MD quench algorithms inspired from physics and the mathematically rooted line search algorithms.


Author(s):  
María D. Fajardo ◽  
Miguel A. Goberna ◽  
Margarita M. L. Rodríguez ◽  
José Vicente-Pérez

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