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SUMMARY:An apocalypse-free first-order low-rank optimization algorithm
DTSTART:20220405T110000
DTEND:20220405T120000
DTSTAMP:20260528T175114Z
UID:a7b542bb4c4b0d0b10649d3b5c925020165eed3e378df4972b4065db
CATEGORIES:Conferences - Seminars
DESCRIPTION:Guillaume Olikier\nWe consider the problem of minimizing a dif
 ferentiable function with locally Lipschitz continuous gradient on the rea
 l determinantal variety\, and present a first-order algorithm designed to 
 find stationary points of that problem. This algorithm applies steps of st
 eepest descent with backtracking line search on the variety\, as proposed 
 by Schneider and Uschmajew (2015)\, but by taking the numerical rank into 
 account to perform suitable rank reductions. We prove that this algorithm 
 produces sequences of iterates the accumulation points of which are statio
 nary\, and therefore does not follow the so-called apocalypses described b
 y Levin\, Kileel\, and Boumal (2021).\n\nJoint work with:\nKyle A. Galliva
 n and P.-A. Absil
LOCATION:CM 0 9 https://plan.epfl.ch/?room==CM%200%209
STATUS:CONFIRMED
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