Computational Mathematics and Scientific Computing Seminar

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Nonsmooth Slope, Alternating Projections, and Trajectories of Steepest Descent

Speaker: Adrian Lewis, School of ORIE, Cornell University

Location: Warren Weaver Hall 1302

Date: Oct. 25, 2013, 10 a.m.

Synopsis:

This talk, for a general mathematical audience, explores the idea of "slope" as a unifying tool in variational mathematics. I present two main illustrations: von Neumann's alternating projection algorithm for finding points in the intersection of two sets, and (following De Georgio, Ambrosio et al.) the behavior of trajectories of steepest descent. Semi-algebraic functions and their subdifferentials play an important role.

Joint work with D. Drusvyatskiy (U. Washington) and A. Ioffe (Technion).