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The Saddle Point Problem of Polynomials
Zi Yang
Department of Mathematics, UCSD
Abstract:
This talk discusses the saddle point problem of polynomials. We give an algorithm for computing saddle points, based on Lasserre's hierarchy of Moment-SOS relaxations. Under some genericity assumptions, we show that: i) if there exists a saddle point, the algorithm can get one by solving a finite number of relaxations; ii) if there is no saddle point, the algorithm can detect its nonexistence.
Tuesday, October 27, 2020
11:00AM Zoom Meeting ID: 926 7798 0955
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Philip E. Gill
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Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
Zi Yang
Department of Mathematics, UCSD
Abstract:
This talk discusses the saddle point problem of polynomials. We give an algorithm for computing saddle points, based on Lasserre's hierarchy of Moment-SOS relaxations. Under some genericity assumptions, we show that: i) if there exists a saddle point, the algorithm can get one by solving a finite number of relaxations; ii) if there is no saddle point, the algorithm can detect its nonexistence.
Tuesday, October 27, 2020
11:00AM Zoom Meeting ID: 926 7798 0955