UNSW Seminar: Tiangang Cui (Monash)

Title: Tensorised Rosenblatt Transport for High-Dimensional Stochastic Computation

Speaker: Tiangang Cui (Monash University)

Date: Tue, 07/07/2020 – 11:05am

Venue: Zoom meeting (connection details here)

Abstract: 

Characterising intractable high-dimensional random variables is one of the fundamental challenges in stochastic computation. It has broad applications in statistical physics, machine learning, uncertainty quantification, econometrics, and beyond. The recent surge of transport maps offers a mathematical foundation and new insights for tackling this challenge.

In this talk, we present a functional tensor-train (FTT) based monotonicity-preserving construction of inverse Rosenblatt transport in high dimensions. It characterises intractable random variables via couplings with tractable reference random variables. By integrating our FTT-based approach into a nested approximation framework inspired by deep neural networks, we are able to significantly expand its capability to random variables with complicated nonlinear interactions and concentrated density functions. We demonstrate the efficacy of the FTT-based inverse Rosenblatt transport on a range of applications in statistical learning and uncertainty quantification, including parameter estimation for dynamical systems, PDE-constrained inverse problems, and Bayesian filtering.

This is joint work with Dr. Sergey Dolgov (Bath) and Mr. Yiran Zhao (Monash)

VA & Opt Webinar: Hoa Bui (Curtin University)

Title: Zero Duality Gap Conditions via Abstract Convexity.

Speaker: Hoa Bui (Curtin University)

Date and Time: July 8th, 2020, 17:00 AEST (Register here for remote connection via Zoom)

Abstract: Using tools provided by the theory of abstract convexity, we extend conditions for zero duality gap to the context of nonconvex and nonsmooth optimization. Substituting the classical setting, an abstract convex function is the upper envelope of a subset of a family of abstract affine functions (being conventional vertical translations of the abstract linear functions). We establish new characterizations of the zero duality gap under no assumptions on the topology on the space of abstract linear functions. Endowing the latter space with the topology of pointwise convergence, we extend several fundamental facts of the conventional convex analysis. In particular, we prove that the zero duality gap property can be stated in terms of an inclusion involving 饾渶-subdifferentials, which are shown to possess a sum rule. These conditions are new even in conventional convex cases. The Banach-Alaoglu-Bourbaki theorem is extended to the space of abstract linear functions. The latter result extends a fact recently established by Borwein, Burachik and Yao in the conventional convex case.

This talk is based on a joint work with Regina Burachik, Alex Kruger and David Yost.

VA & Opt Webinar: Mari谩n Fabian (Czech Academy of Sciences, Prague)

Title: Can Pourciau’s open mapping theorem be derived from Clarke’s inverse mapping theorem?

Speaker: Mari谩n Fabian (Math Institute of Czech Academy of Sciences, Prague)

Date and Time: July 1st, 2020, 17:00 AEST (Register here for remote connection via Zoom)

Abstract: We discuss the possibility of deriving Pourciau’s open mapping theorem from Clarke’s inverse mapping theorem. These theorems work with the Clarke generalized Jacobian. In our journey, we will face several interesting phenomena and pitfalls in the world of (just) 2 by 3 matrices.

VA & Opt Webinar: Marco A. L贸pez-Cerd谩 (Alicante)

Title: Optimality conditions in convex semi-infinite optimization. An approach based on the subdifferential of the supremum function.

Speaker: Marco A. L贸pez-Cerd谩 (Alicante University)

Date and Time: June 24th, 2020, 17:00 AEST (Register聽here聽for remote connection via Zoom)

Abstract: We present a survey on optimality conditions (of Fritz-John and KKT- type) for semi-infinite convex optimization problems. The methodology is based on the use of the subdifferential of the supremum of the infinite family of constraint functions. Our approach aims to establish weak constraint qualifications and, in the last step, to drop out the usual continuity/closedness assumptions which are standard in the literature. The material in this survey is extracted from the following papers:

R. Correa, A. Hantoute, M. A. L贸pez, Weaker conditions for subdifferential calculus of convex functions. J. Funct. Anal. 271 (2016), 1177-1212.

R. Correa, A. Hantoute, M. A. L贸pez, Moreau-Rockafellar type formulas for the subdifferential of the supremum function. SIAM J. Optim. 29 (2019), 1106-1130.

R. Correa, A. Hantoute, M. A. L贸pez, Valadier-like formulas for the supremum function II: the compactly indexed case. J. Convex Anal. 26 (2019), 299-324.

R. Correa, A. Hantoute, M. A. L贸pez, Subdifferential of the supremum via compactification of the index set. To appear in Vietnam J. Math. (2020).

VA & Opt Webinar: Michel Th茅ra (Limoges & Fed Uni)

Title: Old and new results on聽equilibrium and quasi-equilibrium problems

Speaker: Michel Th茅ra (Professeur Em茅rite, Universit茅 de Limoges, France and Adjunct Professor Federation University Australia)

Dates and Time: June 17th, 2020, 17:00 AEST. (Register here for remote connection via Zoom)

Abstract: In this talk I will briefly survey some old results which are going back to Ky Fan and Brezis-Niremberg and Stampacchia.  Then I will give some new results related to the existence of solutions to equilibrium and quasi- equilibrium problems without any convexity assumption. Coverage includes some equivalences to the Ekeland variational principle for bifunctions and basic facts about transfer lower continuity. An application is given to systems of quasi-equilibrium problems.

A postdoctoral position in optimisation/OR and/or optimal control (Curtin)

Research Associate/Fellow – Optimisation, Optimal Control or Operations Research

  • Academic
  • Perth, Western Australia
  • Full Time

3 years fixed-term

As a research associate/fellow, you will work as part of an existing research group to advance the school鈥檚 research agenda in optimisation, optimal control, and operations research.

For more information please visit:

http://staff.curtin.edu.au/job-vacancies/?ja-job=140126