CIS – “Get to know your neighbors” Seminar Series
“Geometry and symmetry in non-convex optimization”
Prof. Nicolas Boumal, Tenure Track Assistant Professor, Chair of Continuous Optimization and SMA
Monday March 29, 2021 – 3:15 – 4:15pm (CEST)
We routinely model engineering tasks as optimization problems. These come in various forms. Some we know how to solve; some we know we cannot. Of particular interest are those problems it appears we can solve, yet we do not know for sure: our theory fails us. Can we use such models in critical applications where mistakes have consequences?
In continuous optimization, the known frontier of tractability is mostly defined by convexity. Yet, in recent years we have discovered many non-convex problems it appears we can solve. I will describe some of their frequent traits, specifically through geometry and symmetry. Understanding these traits may help us push the known frontier, effectively enabling us to use richer modelling tools with confidence.
Nicolas Boumal joined the Institute of Mathematics at EPFL in July 2020 as an assistant professor. He studies non-convex optimization, numerical analysis and statistical estimation. He is the author of a popular Riemannian optimization toolbox called Manopt, and of a book on this topic.
An introduction to optimization on smooth manifolds Nicolas Boumal (Book)