Applied Analysis Seminar

Tuesday June 11 in K9509, SFU

A. Lewis, SFU

Title: "Random approximation of subdifferentials."

Abstract: The subdifferential of a nonsmooth function at a point gives an approximation to the shape of the function near the point. We can often estimate the subdifferential by randomly sampling gradients of the function at nearby points. I will outline the theory underlying this idea, and discuss its effectiveness in computational practice.