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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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