Nonsmooth Optimization and Crouzeix's Conjecture
- Date
- Nov 12, 2014
- Time
- 5:00 PM - 6:00 PM
- Speaker
- Prof. Michael L. Overton
- Affiliation
- Courant Institute of Mathematical Sciences, New York University
- Series
- TUD Dresdner Mathematisches Seminar
- Language
- en
- Main Topic
- Mathematik
- Other Topics
- Mathematik
- Host
- Prof. Dr. A. Fischer
- Description
- In many applications one wishes to minimize an objective function that is not convex and is not differentiable at its minimizers. For such "nonsmooth" optimization problems, we have found that BFGS, a well known quasi-Newton method developed for smooth problems, is remarkably effective, although it lacks a satisfactory convergence theory. After discussing the behavior of BFGS in the nonsmooth context, we apply it to investigate a challenging problem in the theory of non-normal matrices called Crouzeix's conjecture, which we will explain in some detail. We compute the Crouzeix objective function using CHEBFUN, a very useful tool that we will also discuss briefly.
- Links
Last modified: Oct 1, 2014, 3:36:24 PM
Location
TUD Willers-Bau (WIL C 307)Zellescher Weg12-1401069Dresden
- Homepage
- https://navigator.tu-dresden.de/etplan/wil/00
Organizer
TUD MathematikWillersbau, Zellescher Weg12-1401069Dresden
- Phone
- 49-351-463 33376
- Homepage
- http://tu-dresden.de/mathematik
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