Department of Mathematics,
University of California San Diego
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Math 278C: Optimization and Data Science
Prof. Yuhua Zhu
UCSD
An interacting particle method for global optimization
Abstract:
This talk presents a particle-based optimization method designed for addressing global optimization problems, particularly in cases where the loss function exhibits non-differentiability or non-convexity. Numerically, we show that it outperforms gradient-based method in finding global optimizer. Theoretically, A rigorous mean-field limit of the particle system is derived, and the convergence of the mean-field limit to the global minimizer is established. In addition, we will talk about its application to the constrained optimization problems and federated learning.
Host: Jiawang Nie
April 24, 2024
4:00 PM
APM 7321
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