Siegel der Universität Augsburg

Universität Augsburg
Institut für Mathematik

Siegel der Universität Augsburg

 

Oberseminar Optimierung

 

Herr Bruno Figueira Lourenço
University of Tokyo

 
spricht am
 
Donnerstag, 12. Dezember 2019
 
um
 
15:45 Uhr
 
im
 
Raum 1009 (L1)
 
über das Thema:
 

»Generalized subdifferentials of spectral functions over Euclidean Jordan Algebras«

Abstract:
In this talk, we first overview the basic aspects of Euclidean Jordan Algebras, with a focus on the notion of eigenvalues. Then, we move on to spectral functions, which are real functions that only depend on the eigenvalues of their input. It turns out that spectral functions are quite ubiquitous in the optimization field usually playing the role of "regularizer", "penalty", "barrier" and others. With nonsmooth optimization in mind, the main topic of this talk is the computation of generalized subdifferentials of spectral functions, including regular, horizon, approximate and Clarke subdifferentials. At the end, we will show how to compute the exponent of the Kurdyka–Łojasiewicz inequality for spectral functions, which is useful for the analysis of gradient methods. This is a joint work with Akiko Takeda. More details can be seen on https://arxiv.org/abs/1902.05270.

 

Hierzu ergeht herzliche Einladung.
Prof. Dr. Mirjam Dür



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