ICCOPT 2013 Talk, Room 1.6, Wednesday, July 31, 18:00-19:30

 Speaker: Panos Parpas, Imperial College London, UK
 Title: Global optimisation using gentlest ascent dynamics


 Abstract:
Scientific Program

It is well known that under mild conditions any two local minima can be connected via an alternating sequence of local minima and index-1 saddle points. Starting from a system of ODEs whose fixed points are index-1 saddle points we propose a global optimisation algorithm. The algorithm constructs a graph of the local minima and saddle points of a differentiable function. Different strategies are proposed that enable the algorithm to escape from stationary points that are already in the graph.


 Talk in: Organized Session Wed.D.16 Global optimization with applications to machine learning
 Cluster: Global optimization and mixed-integer programming


 Go to: Wed.D
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage