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Today is:
Fri, May 14, 2021


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2:30pm
to
3:30pm
Math Seminar Series  (Conferences / Seminars / Lectures)

Applied Mathematics

Massimo Fornasier , Technische Universität München, will be speaking.

The presentation is titled "Consensus-based Optimization on the Sphere."

Contact Olga Turanova (turanova@msu.edu) 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.

more information...


Location: Online via Zoom [map]
Price: free
Sponsor: Department of Mathematics
Contact: Department of Mathematics
phone pic (517) 353-0844