|Speaker: Dr. Matthew Tam, the 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 (Talk & Q/A)
Location: AGR Building 15, level 03, room 10 (Request for remote Zoom connect email@example.com)
|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.
Bio: Matthew Tam is Lecturer in Operations Research and a DECRA Fellow in the School of Mathematics and Statistics at the University of Melbourne. He received a PhD from the University of Newcastle in 2015 under the supervision of Jonathan Borwein, where he worked on iterative projection algorithms for optimisation. He then moved to the University of Göttingen (Germany) where he was a post-doctoral researcher with Russell Luke, supported initially by DFG-RTG2088 (“Discovering structure in complex data”) and later by a fellowship from the Alexander von Humboldt Foundation. Prior to joining the University of Melbourne, he was Junior Professor for Mathematical Optimisation within the Institute for Numerical and Applied Mathematics, also at the University of Göttingen.