Simulation codes for the article: Bregman dynamics, contact transformations and convex optimization

Alessandro Bravetti, Maria L. Daza-Torres, Hugo Flores-Arguedas and Michael Betancourt.

The available files are:

integrators.py

Implements all the algorithms tested: classical momentum (CM), Nesterov’s accelerated gradient (NAG), HTVI_adap, HTVI_d and Relativistic Bregman algorithm (RB). (see requirements.txt for a compatible set of dependencies).

examples.py

Contains the examples presented in the paper and additionals shown in the notebook (see SM Examples.ipynb)

plot_article_exs.py

Plot all the figures in the paper

plot_ex.py

Auxiliary function to plot in the jupyter notebook SM Examples.ipynb

SM Examples.ipynb

Jupyter notebook with several examples to show the RB's performance against other recent approaches.