Colóquio de Matemática, 06 de Outubro de 2023, 14:00h
Algorithms for minimization with orthogonality constraints, applications and numerical experiments
Prof. Dr. Juliano de Bem Francisco (MTM-UFSC)
Abstract: In this talk, we are concerned with the problem of minimize a objective function over orthogonality constraints as well as some of its applications. This means that the variables of the problem are matrices of order nxp (here p ≤ n) with orthogonal columns. Several problems from applied sciences can be mathematically written as this particular problem. We present state-of-art numerical schemes for solving this challenging mathematical problem and some theoretical convergence properties. In addition, we include among these algorithms a method devised recently which consists in a nonmonotone feasible arc search along a sufficient descent direction with convergence to stationary points of the minimization problem, regardless of the initial point considered. Numerical experiments with state-of-art algorithms are done on different applications.
Data: Sexta-feira, 06 de Outubro de 2023, 14:00h
Local: Auditório Airton Silva, Departamento de Matemática – MTM /CFM