VADOR Events Calendar

We frequently host one off lectures on topics relating to variational analysis, dynamics and operations research.  In term-time, we host different speakers at our weekly AKOR seminar.  Seminars take place most Thursdays at 3pm in Sem. R. DB gelb 04.  Once a month, the AKOR seminar will be replaced by the Vienna Seminar on Optimization, opens an external URL in a new window - a joint venture with Radu Bot and Yurii Malitskyi of the University of Vienna

We organise the Viennese Conference on Optimal Control and Dynamic Games, typically every three years.  The next iteration - VC2025 - will take place in July 2025.  For further details on this conference, and its forerunners, please visit the VC2025, opens an external URL in a new window website.

Topics and speakers for all forthcoming events will be posted below.

10. April 2025, 15:00 until 17:00

VSO Seminar: Inertial Methods Featuring Hessian Driven Damping for Non-Convex Optimization

Seminar

Jalal Fadili, ENSICAEN

In this talk, we will focus on non-convex minimization problems via second-order (in-time) dynamics, including a non-vanishing viscous damping and a geometric Hessian-driven damping. 
Second-order systems that only rely on a viscous damping may suffer from oscillation problems towards the minima, while the inclusion of a Hessian-driven damping term is known to reduce this effect without explicit construction of the Hessian in practice. There are essentially two ways to introduce the Hessian-driven damping term: explicitly or implicitly. For each setting, we provide conditions on the damping coefficients to ensure convergence of the gradient towards zero. Moreover, if the objective function is definable, we show global convergence of the trajectory towards a critical point as well as convergence rates. Besides, in the autonomous case, if the objective function is Morse, we show that the dynamics enjoys a trap avoidance property where the trajectory converges to a local minimum of the objective for almost all initializations. We also study algorithmic schemes for both dynamics and prove all the previous properties in the discrete setting under proper choice of the stepsize.

Calendar entry

Event location

SR3, 1st floor
1090 Wien
Oskar-Morgenstern-Platz 1

 

Organiser

Uni Wien

 

More Information

https://vso.univie.ac.at/details/news/inertial-methods-featuring-hessian-driven-damping-for-non-convex-optimization/

 

Public

No

 

Entrance fee

No

 

Registration required

No

10. April 2025, 15:00 until 17:00

VSO Seminar: Inertial Methods Featuring Hessian Driven Damping for Non-Convex Optimization

Seminar

Jalal Fadili, ENSICAEN

In this talk, we will focus on non-convex minimization problems via second-order (in-time) dynamics, including a non-vanishing viscous damping and a geometric Hessian-driven damping. 
Second-order systems that only rely on a viscous damping may suffer from oscillation problems towards the minima, while the inclusion of a Hessian-driven damping term is known to reduce this effect without explicit construction of the Hessian in practice. There are essentially two ways to introduce the Hessian-driven damping term: explicitly or implicitly. For each setting, we provide conditions on the damping coefficients to ensure convergence of the gradient towards zero. Moreover, if the objective function is definable, we show global convergence of the trajectory towards a critical point as well as convergence rates. Besides, in the autonomous case, if the objective function is Morse, we show that the dynamics enjoys a trap avoidance property where the trajectory converges to a local minimum of the objective for almost all initializations. We also study algorithmic schemes for both dynamics and prove all the previous properties in the discrete setting under proper choice of the stepsize.

Calendar entry

Event location

SR3, 1st floor
1090 Wien
Oskar-Morgenstern-Platz 1

 

Organiser

Uni Wien

 

More Information

https://vso.univie.ac.at/details/news/inertial-methods-featuring-hessian-driven-damping-for-non-convex-optimization/

 

Public

No

 

Entrance fee

No

 

Registration required

No