Speaker: Jin Shi, Dean, Institute of Natural Sciences, Shanghai Jiao Tong University

Date: November. 11, 2021

Time: 10:00

Location: Tencent Meeting, ID:940 638 639, Code: 211111

Sponsor: School of Mathematics, Shandong University

Abstract:

We introduce a stochastic interacting particle consensus system for global optimization of high dimensional non-convex functions. This algorithm does not use gradient of the function thus is suitable for non-smooth functions. We prove, for fully discrete systems, that under dimension-independent conditions on the parameters, with suitable initial data, the algorithms converge to the neighborhood of the global minimum almost surely. We also introduce an Adaptive Moment Estimation (ADAM) based version to significantly improve its performance in high-space dimension.

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https://www.view.sdu.edu.cn/info/1020/158611.htm