Seminar - Stephane Villeneuve, Toulouse 1 Capitole University

Event Date: 

Wednesday, November 16, 2022 - 3:30pm to 4:30pm

Event Location: 

  • HSSB 1173
  • Department Seminar

Zoom Link: Here

Title: Swarm gradient continuous methods for global optimization.

Speaker: Stéphane Villeneuve, Université Toulouse 1 Capitole 

Using jointly geometric and stochastic reformulations of nonconvex problems and exploiting a Monge-Kantorovich gradient system formulation with vanishing forces, we formally extend the simulated annealing method to a wide class of global optimization methods. Due to an inbuilt combination of a gradient-like strategy and particles interactions, we call them swarm gradient dynamics. As in the original paper of Holley-Kusuoka- Stroock, the key to the existence of a schedule ensuring convergence to a global minimizer is a functional inequality. One of our central theoretical contributions is the proof of such an inequality for one-dimensional compact manifolds. We conjecture the inequality to be true in a much wider setting. We also describe a general method allowing for global optimization and evidencing the crucial role of functional inequalities à la Łojasiewicz.