Gradient systems: overview and recent results

Add to your list(s) Download to your calendar using vCal

• Dr Pierre-Antoine Absil (Department of Mathematical Engineering, Universite catholique de Louvain, Louvain-la-Neuve, Belgium)
• Friday 01 May 2009, 14:00-15:00
• Cambridge University Engineering Department, Lecture Room 3B.

If you have a question about this talk, please contact Dr Guy-Bart Stan.

A continuous-time gradient system is a dynamical system of the form dx/dt = – grad f(x), where grad f denotes the gradient of the differentiable real-valued function f, whose domain is the Euclidean space R^n or more generally a (smooth) manifold M. A discrete-time gradient system takes the form x_{k+1} = x_k – s grad f(x), where the step size s can be chosen by various means.

Gradient systems are useful in solving various optimization-related problems, e.g., in principal component analysis, optimal control, balanced realizations, ocean sampling, noise reduction, pose estimation or the Procrustes problem.

In this talk, we present recent (and less recent) results pertaining to the convergence of the solutions of gradient systems. In particular, we are interested in reasonably weak conditions, sufficient for the solution trajectories to have at most one accumulation point.

In a similar spirit, we discuss the notion of “accelerated” descent methods. This notion was formalized only recently, but the principles have been in hiding in several places, notably the work of D. Bertsekas and E. Polak. The idea is as follows. If T denotes a descent iteration for f, we say that a sequence {x_k} is T-accelerated if the decrease of f between x_k and x_{k+1} is at least as good as the decrease of f between x_k and T(x_k). We address the following question: Assume that all the accumulation points of every sequence {y_k} satisfying y_{k+1} = T(y_k) are critical points of f; what can be said about the accumulation points of T-accelerated sequences? This question appears in the analysis of several numerical algorithms.

This talk is part of the CUED Control Group Seminars series.

This talk is included in these lists:

• All Talks (aka the CURE list)
• CUED Control Group Seminars
• Cambridge Centre for Data-Driven Discovery (C2D3)
• Cambridge University Engineering Department Talks
• Cambridge University Engineering Department, Lecture Room 3B
• Cambridge talks
• Centre for Smart Infrastructure & Construction
• Chris Davis' list
• Computational Continuum Mechanics Group Seminars
• Featured lists
• Information Engineering Division seminar list
• Interested Talks
• School of Technology
• Signal Processing and Communications Lab Seminars
• Trust & Technology Initiative - interesting events
• bld31
• ndk22's list
• ob366-ai4er
• rp587

Note that ex-directory lists are not shown.