Webinar DEVI – Tat-Dat To (ENAC)

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Date - Heure / Date - Hour
Date(s) - 25/06/2020
10h30 - 11h30

A modification of quasi-Newton’s methods helping to avoid saddle points

Résumé: We propose a new modification of quasi-Newton’s methods, namely New Q-Newton’s method. The main idea is to approximate the Hessian matrix by a invertible (not necessarily positive definite) symmetric matrix, then update the Newton step by the difference of the projections of the standard Newton step on the eigenspaces with respect to positive and negative eigenvalues of this matrix. The main advantage of this method is to avoid saddle points.This is a joint work with Tuyen T. Truong Tuyen (University of Oslo) et al.