Hamiltonian and Gradient Flows, Algorithms and Control

Book excerpt: This volume brings together ideas from several areas of mathematics that have traditionally been rather disparate. The conference at the Fields Institute which gave rise to these proceedings was intended to enourage such connections. One of the key interactions occurs between dynamical systems and algorithms, one example being the by now classic observation that the QR algorithm for diagonalizing matrices may be viewed as the time-1 map of the Toda lattice flow. Another link occurs with interior point methods for linear programming, where certain smooth flows associated with such programming problems have proved valuable in the analysis of the corresponding discrete problems. More recently, other smooth flows have been introduced which carry out discrete computations (such as sorting sets of numbers) and which solve certain least squares problems. Another interesting facet of the flows described here is that they often have a dual Hamiltonian and gradient structure, both of which turn out to be useful in analysing and designing algorithms for solving optimization problems. This volume explores many of these interactions, as well as related work in optimal control and partial differential equations.