收藏本站 | 设为首页 | English
当前位置:首页 -> 学术科研
(10月4日)Gradient projection methods for the n-coupling problem
来源: 陈黎   发布时间:2017-9-29   阅读次数:435

题目:Gradient projection methods for the n-coupling problem

报告人:Sangho KUM教授, 韩国忠北国立大学数学系(Chungbuk National University)

地点:工商楼二楼教室

时间:2017年10月4日上午10:30-11:30

 

摘要: We are concerned with optimization methods for the L2-Wasserstein
least squares problem of Gaussian measures (alternatively the n-coupling problem).
Based on its equivalent form on the convex cone of positive definite matrices
of fixed size and the strict convexity of the variance function, we are able
to present a (first) successful optimization algorithm for the unique minimizer.
Its global convergence rate analysis is provided according to the derived upper
bound of Lipschitz constants of the gradient function.

联系人:李冲老师(cli@zju.edu.cn

Copyright © 2003-2017,浙江大学数学系 保留所有权利
联系我们:mathadmin@zju.edu.cn 邮编:310027 电话:0571-87953867