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Continuous Optimization Seminar - Guojun ZhangExport this event to calendar

Wednesday, November 7, 2018 — 4:00 PM EST

Title: Hamiltonian Descent Methods

Speaker: Guojun Zhang
Affiliation: University of Waterloo
Room: MC 5479

Abstract: In this talk, I will present a paper on the Hamiltonian descent methods (https://arxiv.org/abs/1809.05042). I will start with a brief introduction on Hamiltonian dynamics from a physicist point of view, and describe the relations between differential equations and descent methods. Differential equations can be considered as the continuous limit of first-order descent methods. By discretizing the differential equations, the authors are able to provide three new first-order descent methods. These methods can achieve linear convergence for a larger set of functions than the usual strongly convex and Lipschitz smooth functions.

Location 
MC - Mathematics & Computer Building
5479

,
Canada

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