Thursday, February 11, 2021
Math Seminar Series
(Conferences / Seminars / Lectures)
Applied Mathematics more information...
Massimo Fornasier , Technische Universität München, will be speaking.
The presentation is titled "Consensus-based Optimization on the Sphere."
Contact Olga Turanova (email@example.com) for more information.
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.