Non-convex optimization is a ubiquitous tool in scientific and engineering research. For many important problems, simple non-convex optimization algorithms often provide good solutions efficiently and effectively, despite possible local minima. One way to explain the success of these algorithms is through the global landscape analysis. In this talk, we present some results along with this direction for phase retrieval. The main results are, for several of non-convex optimizations in phase retrieval, a local minimum is also global and all other critical points have a negative directional curvature. The results not only will explain why simple non-convex algorithms usually find a global minimizer for phase retrieval, but also will be useful for developing new efficient algorithms with a theoretical guarantee by applying algorithms that are guaranteed to find a local minimum.
会议网址:https://meeting.tencent.com/s/5D4dTLl5SIpi
会议ID:628 982 672
会议密码:1124
蔡剑锋是香港科技大学数学系教授。他分别于复旦大学和香港中文大学取得学士和博士学位。他的研究兴趣包括成像和数据科学。他于2017年和2018年被Clarivate Analytics评为高被引科学家。