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Talks on Talks
Abstract
What makes a good talk? This year, graduate students and postdocs will give a series talks on how to give talks! There may even be a small prize for the audience’s favourite.
If you’d like to have a go at informing, entertaining, or just have an axe to grind about a particularly bad talk you had to sit through, we’d love to hear from you (you can email Ric Wade or ask any of the organizers).
Error Bound on Singular Values Approximations by Generalized Nystrom
Abstract
We consider the problem of approximating singular values of a matrix when provided with approximations to the leading singular vectors. In particular, we focus on the Generalized Nystrom (GN) method, a commonly used low-rank approximation, and its error in extracting singular values. Like other approaches, the GN approximation can be interpreted as a perturbation of the original matrix. Up to orthogonal transformations, this perturbation has a peculiar structure that we wish to exploit. Thus, we use the Jordan-Wieldant Theorem and similarity transformations to generalize a matrix perturbation theory result on eigenvalues of a perturbed Hermitian matrix. Finally, combining the above, we can derive a bound on the GN singular values approximation error. We conclude by performing preliminary numerical examples. The aim is to heuristically study the sharpness of the bound, to give intuitions on how the analysis can be used to compare different approaches, and to provide ideas on how to make the bound computable in practice.
CMA Light: A novel Minibatch Algorithm for large-scale non convex finite sum optimization
Abstract
Tensor Methods for Nonconvex Optimization using Cubic-quartic regularization models
Abstract
High-order tensor methods for solving both convex and nonconvex optimization problems have recently generated significant research interest, due in part to the natural way in which higher derivatives can be incorporated into adaptive regularization frameworks, leading to algorithms with optimal global rates of convergence and local rates that are faster than Newton's method. On each iteration, to find the next solution approximation, these methods require the unconstrained local minimization of a (potentially nonconvex) multivariate polynomial of degree higher than two, constructed using third-order (or higher) derivative information, and regularized by an appropriate power of the change in the iterates. Developing efficient techniques for the solution of such subproblems is currently, an ongoing topic of research, and this talk addresses this question for the case of the third-order tensor subproblem.
In particular, we propose the CQR algorithmic framework, for minimizing a nonconvex Cubic multivariate polynomial with Quartic Regularisation, by sequentially minimizing a sequence of local quadratic models that also incorporate both simple cubic and quartic terms. The role of the cubic term is to crudely approximate local tensor information, while the quartic one provides model regularization and controls progress. We provide necessary and sufficient optimality conditions that fully characterise the global minimizers of these cubic-quartic models. We then turn these conditions into secular equations that can be solved using nonlinear eigenvalue techniques. We show, using our optimality characterisations, that a CQR algorithmic variant has the optimal-order evaluation complexity of $O(\epsilon^{-3/2})$ when applied to minimizing our quartically-regularised cubic subproblem, which can be further improved in special cases. We propose practical CQR variants that judiciously use local tensor information to construct the local cubic-quartic models. We test these variants numerically and observe them to be competitive with ARC and other subproblem solvers on typical instances and even superior on ill-conditioned subproblems with special structure.
Computing $H^2$-conforming finite element approximations without having to implement $C^1$-elements
Abstract
Fourth-order elliptic problems arise in a variety of applications from thin plates to phase separation to liquid crystals. A conforming Galerkin discretization requires a finite dimensional subspace of $H^2$, which in turn means that conforming finite element subspaces are $C^1$-continuous. In contrast to standard $H^1$-conforming $C^0$ elements, $C^1$ elements, particularly those of high order, are less understood from a theoretical perspective and are not implemented in many existing finite element codes. In this talk, we address the implementation of the elements. In particular, we present algorithms that compute $C^1$ finite element approximations to fourth-order elliptic problems and which only require elements with at most $C^0$-continuity. We also discuss solvers for the resulting subproblems and illustrate the method on a number of representative test problems.