Rank-preserving optimization on the cone of positive semidefinite matrices: a geometric approach.
Event details
| Date | 27.04.2010 |
| Hour | 10:15 |
| Speaker | Prof. R. Sepulchre, Systems and Modeling, Dept of Elec. Eng. and Comp. Sci., University of Liege, Belgium. |
| Location |
MEC2405
|
| Category | Conferences - Seminars |
The talk is an introduction to a recent computational framework for optimization over the
set of fixed rank positive semidefinite matrices. The foundation is geometric and the motivation
is algorithmic, with a bias towards low-rank computations in large-scale problems.
We will describe two quotient riemannian geometries that are rooted in
classical matrix factorizations and that lead to rank-preserving efficient computations
in the cone of symmetric positive definite matrices. The field of applications is vast,
and the talk will survey recent developments that illustrate the potential of the approach
in large-scale computational problems encountered in control, optimization, and machine learning.
The talk is introductory and requires no particular background in riemannian geometry.
Links
Practical information
- General public
- Free