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UID:6722@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20200619T140000
DTEND;TZID=Europe/Paris:20200619T150000
DTSTAMP:20241120T201947Z
URL:https://www.i2m.univ-amu.fr/evenements/optimal-rank-for-the-burer-mont
 eiro-factorization/
SUMMARY:Irène Waldspurger (CEREMADE\, Université Paris-Dauphine): Optimal
  rank for the Burer-Monteiro factorization
DESCRIPTION:Irène Waldspurger: In this talk\, we consider semidefinite pro
 grams (that is\, optimization problems over a matrix subject to a semidefi
 nite positiveness constraint). In large dimension\, solving such a program
  is slow in full generality. However\, when the solution is expected tobe 
 low rank\, the solving can be sped up with the Burer-Monteiro heuristic: O
 ne writes the solution as the product of thinner matrices\, and optimizes 
 over the factors instead of over the full matrix. Understanding when this 
 heuristic succeeds is non-trivial\,since the factorized problem is non-con
 vex and it is thus unclear when it can be solved exactly. We will discuss 
 which guarantees can be found in the literature\, and study their optimali
 ty. \nSlides : https://test.i2m.univ-amu.fr/seminaires_signal_apprentissag
 e/Slides/2020_06_19_transpIreneWaldspurger.pdf
ATTACH;FMTTYPE=image/jpeg:https://www.i2m.univ-amu.fr/wp-content/uploads/2
 020/01/Irene_Waldspurger.jpg
CATEGORIES:Séminaire,Signal et Apprentissage
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