Optimization Seminar
Location
Mathematics/Psychology : 401
Date & Time
November 10, 2016, 10:30 am – 12:00 pm
Description
Title: Differentiability and Subdifferentiability of Spectral Functions on Euclidean Jordan Algebras
Speaker: Juyoung Jeong, UMBC
Abstract:
A spectral function in Euclidean Jordan algebra is defined by the composition of a permutation invariant function with the eigenvalue mapping. Although it is crucial to know the gradient or subdifferential of an objective function in optimization problems, it is often very difficult to actually calculate it. In this talk, we first look at differentiability and subdifferentiability of spectral functions on S^n, the space of n by n symmetric matrices, then naturally generalize these concepts to spectral functions on simple EJA. Connections between spectrality and weak spectrality in EJA will be also discussed.
Speaker: Juyoung Jeong, UMBC
Abstract:
A spectral function in Euclidean Jordan algebra is defined by the composition of a permutation invariant function with the eigenvalue mapping. Although it is crucial to know the gradient or subdifferential of an objective function in optimization problems, it is often very difficult to actually calculate it. In this talk, we first look at differentiability and subdifferentiability of spectral functions on S^n, the space of n by n symmetric matrices, then naturally generalize these concepts to spectral functions on simple EJA. Connections between spectrality and weak spectrality in EJA will be also discussed.
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