Mathematics Colloquium: On the convergence to stationary points of deterministic and randomized feasible descent directions methods

Speaker:  Amir Beck, Tel-Aviv University

Title:  On the convergence to stationary points of deterministic and randomized feasible descent directions methods

Abstract: We study the class of nonsmooth nonconvex problems in which the objective is to minimize the difference between a continuously differentiable function (possibly nonconvex) and a convex (possibly nonsmooth) function over a convex polytope. This general class contains many types of problems, including difference of convex functions (DC) problems, and as such, can be used to model a variety of applications. We develop deterministic and randomized methods based on the notion of positive spanning sets for which it is proven that accumulation points are necessarily stationary points. We also study a new optimality measure for which we establish an efficiency estimate. This talk is based on two joint works with Nadav Hallak.

Date & Time:  April 1, 12:15 - 1:05PM

Registration is mandatory and deadline to register is March 30, 2022. Please register here