VA & Opt Webinar: Marco A. López-Cerdá (Alicante)

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

Speaker: Marco A. López-Cerdá (Alicante University)

Date and Time: June 24th, 2020, 17:00 AEST (Register here 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. López, Weaker conditions for subdifferential calculus of convex functions. J. Funct. Anal. 271 (2016), 1177-1212.

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

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

VA & Opt Webinar: Michel Théra (Limoges & Fed Uni)

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

Speaker: Michel Théra (Professeur Emérite, Université 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.

VA & Opt Webinar: Tien-Son Pham (Uni of Dalat)

Title: Openness, Hölder metric regularity and Hölder continuity properties of semialgebraic set-valued maps

Speaker: Tiến-Sơn Phạm. (Department of Mathematics, University of Dalat, Vietnam)

Date and Time: June 3rd, 2020, 17:00 AEST. (Register here for remote connection via Zoom)

Abstract: Given a semialgebraic set-valued map with closed graph, we show that it is Hölder metrically subregular and that the following conditions are equivalent:
(i) the map is an open map from its domain into its range and the range of is locally closed;
(ii) the map is Hölder metrically regular;
(iii) the inverse map is pseudo-Hölder continuous;
(iv) the inverse map is lower pseudo-Hölder continuous.
An application, via Robinson’s normal map formulation, leads to the following result in the context of semialgebraic variational inequalities: if the solution map (as a map of the parameter vector) is lower semicontinuous then the solution map is finite and pseudo-Holder continuous. In particular, we obtain a negative answer to a question mentioned in the paper of Dontchev and Rockafellar [Characterizations of strong regularity for variational inequalities over polyhedral convex sets. SIAM J. Optim., 4(4):1087–1105, 1996]. As a byproduct, we show that for a (not necessarily semialgebraic) continuous single-valued map, the openness and the non-extremality are equivalent. This fact improves the main result of Pühn [Convexity and openness with linear rate. J. Math. Anal. Appl., 227:382–395, 1998], which requires the convexity of the map in question.  

Monash Colloquium: Jon Chapman (Oxford)

Title: Asymptotics beyond all orders: the devil’s invention?

Speaker: Prof. S. Jon. Chapman (Oxford)

Date And Time: 8:30 pm – 10:00 pm AEST, Thu., 14 May 2020.

Venue: Zoom (register here for connection details)

Abstract: The lecture will introduce the concept of an asymptotic series, showing how useful divergent series can be, despite Abel’s reservations. We will then discuss Stokes’ phenomenon, whereby the coefficients in the series appear to change discontinuously. We will show how understanding Stokes phenomenon is the key which allows us to determine the qualitative and quantitative behaviour of the solution in many practical problems. Examples will be drawn from the areas of surface waves on fluids, crystal growth, dislocation dynamics, localised pattern formation, and Hele-Shaw flow.

UNSW Seminar: Matthew K. Tam (UniMelb)

Title: Splitting Algorithms for Training GANs

Speaker: Matthew Tam (University of Melbourne)

Date: Thu, 14/05/2020 – 11:05am

Venue: Zoom meeting (connection details here)

Abstract: Generative adversarial networks (GANs) are an approach to fitting generative models over complex structured spaces. Within this framework, the fitting problem is posed as a zero-sum game between two competing neural networks which are trained simultaneously. Mathematically, this problem takes the form of a saddle-point problem; a well-known example of the type of problem where the usual (stochastic) gradient descent-type approaches used for training neural networks fail. In this talk, we rectify this shortcoming by proposing a new method for training GANs that has both: (i) theoretical guarantees of convergence, and (ii) does not increase the algorithm’s per iteration complexity (as compared to gradient descent). The theoretical analysis is performed within the framework of monotone operator splitting.

UNSW Seminar: Santiago Badia, Monash University

Title: Gridap: Grid-based PDE approximations in Julia
Speaker: Santiago Badia, Monash University
Date: Tue, 21/04/2020 – 11:00am
Venue: Zoom link: https://monash.zoom.us/j/579915360
Abstract: We present Gridap, a novel computational framework for the grid-based approximation of PDEs in the Julia programming language. The main motivation behind this library is to provide an easy-to-use framework for the development of complex PDE solvers in a flexible style, close to interpreted languages like Python, without sacrificing the performance of compiled languages. 

Further details: https://www.maths.unsw.edu.au/seminars/2020-04/gridap-grid-based-pde-approximations-julia

UNSW Seminar: Lindon Roberts, ANU

Title: Derivative-free optimisation for least-squares problems
Speaker: Lindon Roberts, Australian National University
Date: Thu, 16/04/2020 – 11:05am
Venue: RC-4082, The Red Centre, UNSW (Request for remote connect via Zoom: a.schaeffer (at) unsw.edu.au)
Abstract: Least-squares problems (such as parameter estimation) are ubiquitous across quantitative disciplines. Optimisation algorithms for solving such problems are numerous and well-established. However, in cases where models are computationally expensive, black box, or noisy, classical algorithms can be impractical or even fail. Derivative-free optimisation (DFO) methods provide an alternative approach which can handle these settings. In this talk, Lindon will introduce a derivative-free version of the classical Gauss-Newton method, discuss its theoretical guarantees and software implementation, and describe applications of this technique to parameter estimation of global climate models and image reconstruction.

UNSW Seminar: Boris Kashin, Russian Academy of Science

Title: Some theorems on the restriction of operator to coordinate subspace and Ф-widths estimates
Speaker: Boris Kashin, Steklov Mathematical Institute of Russian Academy of Science
Date: Tue, 17/03/2020 – 11:05am
Venue: RC-4082, The Red Centre, UNSW (Request for remote connect: qlegia (at) unsw.edu.au)
Abstract: Theorems of different nature concerning the restriction of operator to coordinate subspace and their application in Analysis and Approximation theory will be discussed.

RMITOpt Seminar: Matthew Tam, University of Melbourne

Speaker: Dr Matthew Tam, School of Mathematics and Statistics at the University of Melbourne

Title: Algorithms derived from dynamical systems

Date and Time: Friday, March 13th, 3.00pm – 4.00pm, 2020.

Location: AGR Building 15, level 03, room 10 (Request for remote Zoom connect andy.eberhard (at) rmit.edu.au)

Abstract: The study of continuous time dynamical systems associated with iterative algorithms for solving optimisation problems has a long history which can be traced back at least to 1950s. The relationship between the continuous and discrete versions of an algorithm provides a unifying perspective which gives insights into their behaviour and properties. In this talk, I will report on new algorithms for solving minmax problems which were discovered by exploiting this connection.

UNSW Seminar: Vladimir Temlyakov, Russian Academy of Science

Title: Remarks on numerical integration, discrepancy, and diaphony

Speaker: Vladimir Temlyakov, Steklov Mathematical Institute of Russian Academy of Science

Date: Tue, 10/03/2020 – 11:05am

Venue: RC-4082, The Red Centre, UNSW (Request for remote connect: qlegia (at) unsw.edu.au)

Abstract: The goal of this talk is twofold. First, we present a unified way of formulating numerical integration problems from both approximation theory and discrepancy theory. Second, we discuss some upper and lower bounds for recently developed new type of discrepancy — the smooth discrepancy.

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