Critical Landscape Topology for Optimization on the Symplectic Group

Abstract

Optimization problems over compact Lie groups have been extensively studied due to their broad applications in linear programming and optimal control. This paper analyzes least square problems over a noncompact Lie group, the symplectic group $\Sp(2N,\R)$, which can be used to assess the optimality of control over dynamical transformations in classical mechanics and quantum optics. The critical topology for minimizing the Frobenius distance from a target symplectic transformation is solved. It is shown that the critical points include a unique local minimum and a number of saddle points. The topology is more complicated than those of previously studied problems on compact Lie groups such as the orthogonal and unitary groups because the incompatibility of the Frobenius norm with the pseudo-Riemannian structure on the symplectic group brings significant nonlinearity to the problem. Nonetheless, the lack of traps guarantees the global convergence of local optimization algorithms.