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| Format: | Preprint |
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2025
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| Online Access: | https://arxiv.org/abs/2508.18764 |
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| _version_ | 1866912557471629312 |
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| author | Leplat, Valentin |
| author_facet | Leplat, Valentin |
| contents | Gradient-flow (GF) viewpoints unify and illuminate optimization algorithms, yet most GF analyses focus on unconstrained settings. We develop a geometry-respecting framework for constrained problems by (i) reparameterizing feasible sets with maps whose Jacobians vanish on the boundary (orthant/box) or have rank $n-1$ on the simplex (the Fisher--Shahshahani operator), (ii) deriving flows in parameter space that induce feasible primal dynamics, (iii) discretizing with A-stable implicit schemes (backward Euler on vector domains; feasible Cayley on Stiefel) solved by robust inner loops (modified Gauss--Newton or a KL-prox/negative-entropy Newton--KKT solver), and (iv) proving that stationarity of the dynamics implies KKT, with complementary slackness arising from a simple kinematic mechanism (zero normal speed induced by a vanishing Jacobian or by the Fisher--Shahshahani operator on the simplex). We also treat the Stiefel manifold, where Riemannian stationarity coincides with KKT. The theory yields efficient, geometry-respecting algorithms for each constraint class, with monotone descent and no step-size cap. We include a brief A-stability discussion and present numerical tests (NNLS, simplex- and box-constrained least squares, and Stiefel) demonstrating stability, accuracy, and runtime efficiency of the implicit schemes. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_18764 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | The Geometry of Constrained Optimization: Constrained Gradient Flows via Reparameterization: A-Stable Implicit Schemes, KKT from Stationarity, and Geometry-Respecting Algorithms Leplat, Valentin Optimization and Control Gradient-flow (GF) viewpoints unify and illuminate optimization algorithms, yet most GF analyses focus on unconstrained settings. We develop a geometry-respecting framework for constrained problems by (i) reparameterizing feasible sets with maps whose Jacobians vanish on the boundary (orthant/box) or have rank $n-1$ on the simplex (the Fisher--Shahshahani operator), (ii) deriving flows in parameter space that induce feasible primal dynamics, (iii) discretizing with A-stable implicit schemes (backward Euler on vector domains; feasible Cayley on Stiefel) solved by robust inner loops (modified Gauss--Newton or a KL-prox/negative-entropy Newton--KKT solver), and (iv) proving that stationarity of the dynamics implies KKT, with complementary slackness arising from a simple kinematic mechanism (zero normal speed induced by a vanishing Jacobian or by the Fisher--Shahshahani operator on the simplex). We also treat the Stiefel manifold, where Riemannian stationarity coincides with KKT. The theory yields efficient, geometry-respecting algorithms for each constraint class, with monotone descent and no step-size cap. We include a brief A-stability discussion and present numerical tests (NNLS, simplex- and box-constrained least squares, and Stiefel) demonstrating stability, accuracy, and runtime efficiency of the implicit schemes. |
| title | The Geometry of Constrained Optimization: Constrained Gradient Flows via Reparameterization: A-Stable Implicit Schemes, KKT from Stationarity, and Geometry-Respecting Algorithms |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2508.18764 |