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PRODID:-//Virginia Tech//VT Calendar//EN
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DTSTAMP:20210211T193000Z
UID:1612881383747@events.msu.edu
CATEGORIES:Conferences / Seminars / Lectures
DTSTART:20210211T193000Z
DTEND:20210211T203000Z
SUMMARY:Math Seminar Series
DESCRIPTION:
 Applied Mathematics\n
 \n
 Massimo Fornasier , Technische 
 Universität München, will be speaking.\n
 \n
 The 
 presentation is titled "Consensus-based 
 Optimization on the Sphere."\n
 \n
 Contact Olga 
 Turanova (turanova@msu.edu) for more information.\n
 \n
 I 
 present new stochastic multi-particle 
 models for global optimization of nonconvex 
 functions on the sphere. These models belong 
 to the class of Consensus-Based Optimization 
 methods. In fact, particles move over the 
 manifold driven by a drift towards an instantaneous 
 consensus point, computed as a combination 
 of the particle locations weighted by 
 the cost function according to Laplace's principle. 
 The consensus point represents an approximation 
 to a global minimizer. The dynamics 
 is further perturbed by a random vector field 
 to favor exploration, whose variance is a 
 function of the distance of the particles to 
 the consensus point. In particular, as soon as 
 the consensus is reached, then the stochastic 
 component vanishes.\n\n
 Price: free\n
 Sponsor: Department of Mathematics\n
 Sponsor's Homepage: https://www.math.msu.edu/\n
 Contact name: Department of Mathematics\n
 Contact phone: (517) 353-0844\n
 for more info visit the web at:\n 
 https://www.math.msu.edu/Seminars/CalendarView.aspx?month-of=September2016\n
LOCATION:Online via Zoom
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