Hamiltonian descent methods

CJ Maddison, D Paulin, YW Teh, B O'Donoghue… - arXiv preprint arXiv …, 2018 - arxiv.org
… Our methods are discretizations of conformal Hamiltonian dynamics, which generalize the
classical momentum method … We study in detail one implicit and two explicit methods. For one …

Hamiltonian descent for composite objectives

B O'Donoghue, CJ Maddison - Advances in Neural …, 2019 - proceedings.neurips.cc
… and so we refer to (2) as Hamiltonian descent equations. Note that this flow is different to the
Hamiltonian mechanics studied in [12, 13], which are also Hamiltonian descent methods but …

Generalized momentum-based methods: A Hamiltonian perspective

J Diakonikolas, MI Jordan - SIAM Journal on Optimization, 2021 - SIAM
Hamiltonian-based perspective to generalize Nesterov’s accelerated gradient descent and
Polyak’s heavy ball method … In this paper, we take a Hamiltonian-based perspective to derive …

Quantum hamiltonian descent

J Leng, E Hickman, J Li, X Wu - arXiv preprint arXiv:2303.01471, 2023 - arxiv.org
… a family of quantum gradient descent algorithms that we will refer to as Quantum … methods
via discretizations of conformal Hamiltonian dynamics, known as Hamiltonian descent methods

Hamiltonian Descent and Coordinate Hamiltonian Descent

JK Wang - arXiv preprint arXiv:2402.13988, 2024 - arxiv.org
… We show that Hamiltonian Descent has a better convergence rate than the Chebyshev method
for … We will soon show that Hamiltonian Descent is a “descentmethod; more precisely, it …

Stochastic hamiltonian gradient methods for smooth games

N Loizou, H Berard… - International …, 2020 - proceedings.mlr.press
… In this work, we focus on the class of stochastic Hamiltonian methods and … Hamiltonian
gradient descent (SHGD), and propose the first stochastic variance reduced Hamiltonian method, …

Hamiltonian nullspace shuttles

A Fichtner, A Zunino - Geophysical research letters, 2019 - Wiley Online Library
… the Hamiltonian nullspace shuttle can be interpreted as a hybrid between Monte Carlo samplers
and gradient-based descent methods… a family of gradient descent methods, as shown in …

Steepest descent, linear programming and Hamiltonian flows

AM Bloch - Contemp. Math. AMS, 1990 - books.google.com
… Karmarkar's algorithm, an interior point method for linear programming, has received much
attention in the literature over the past few years and has spawned many variants. Recently …

Almost sure convergence of stochastic Hamiltonian descent methods

M Williamson, T Stillfjord - arXiv preprint arXiv:2406.16649, 2024 - arxiv.org
descent (SGD) with momentum. In this article, we study these types of methods through the
lens of dissipative Hamiltonian … discretizations of dissipative Hamiltonian systems, where the …

On computing the distance to stability for matrices using linear dissipative Hamiltonian systems

N Gillis, P Sharma - Automatica, 2017 - Elsevier
… We show the effectiveness of the fast gradient method compared to the other approaches …
Moreover, the algorithms terminates when it cannot find a descent direction (note that we tried …