Printable PDF
Department of Mathematics,
University of California San Diego

****************************

Math 278A - Center for Computational Mathematics Seminar

Haoyu Zhang

UCSD

An interacting particle consensus method for constrained global optimization

Abstract:

This talk presents a particle-based optimization method designed for addressing minimization problems with equality constraints, particularly in cases where the loss function exhibits non-differentiability or non-convexity. A rigorous mean-field limit of the particle system is derived, and the convergence of the mean-field limit to the constrained minimizer is established.

April 23, 2024

11:00 AM

APM 2402 and Zoom ID 982 8500 1195

****************************