Siegel der Universität Augsburg

Universität Augsburg
Institut für Mathematik

Siegel der Universität Augsburg


Analysis-Seminar Augsburg-München


Dr. André Uschmajew
MPI Leipzig

spricht am
Donnerstag, 6. Dezember 2018
17:15 Uhr
TUM, Boltzmann-3, Garching, Raum 03.08.011, Etage 3
über das Thema:

»Critical points of quadratic low-rank optimization problems«

The absence of spurious local minima in many non-convex minimization problems, e.g. in the context of compressed sensing, has recently triggered a lot of interest due to its important implications on the global convergence of optimization algorithms. One example is low-rank matrix sensing under rank restricted isometry properties. It can be formulated as a minimization problem for a quadratic cost function constrained to a low-rank matrix manifold, with a positive semidefinite Hessian acting like a perturbation of identity on cones of low-rank matrices. We present an approach to show strict saddle point properties and absence of spurious local minima for such problems under improved conditions on the restricted isometry constants. This is joint work with Bart Vandereycken.


Hierzu ergeht herzliche Einladung.

[Impressum]      [Datenschutz],     Mo 26-Nov-2018 11:40:00 MEZ