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An interacting particle consensus method for constrained global optimization
Haoyu Zhang
UCSD
Abstract:
This talk presents a particle-based optimization method designed for addressing minimization problems with equality constraints, particularly in cases where the loss function exhibits non-differentiability or non-convexity. A rigorous mean-field limit of the particle system is derived, and the convergence of the mean-field limit to the constrained minimizer is established.
Tuesday, April 23, 2024
11:00AM AP&M 2402 and Zoom ID 982 8500 1195
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Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
Haoyu Zhang
UCSD
Abstract:
This talk presents a particle-based optimization method designed for addressing minimization problems with equality constraints, particularly in cases where the loss function exhibits non-differentiability or non-convexity. A rigorous mean-field limit of the particle system is derived, and the convergence of the mean-field limit to the constrained minimizer is established.
Tuesday, April 23, 2024
11:00AM AP&M 2402 and Zoom ID 982 8500 1195