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X-WR-CALNAME:cmc.deusto.eus
X-WR-CALDESC:DeustoCCM - Chair of Computational Mathematics at University of Deusto
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BEGIN:VEVENT
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UID:MEC-e064715d31cb494d83cf308dcf9e2583@cmc.deusto.eus
DTSTART:20200612T083500Z
DTEND:20200612T090500Z
DTSTAMP:20251031T213800Z
CREATED:20251031
LAST-MODIFIED:20251031
PRIORITY:5
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SUMMARY:Stochastic optimization methods for the simultaneous control of parameter-dependent systems
DESCRIPTION:Stochastic optimization methods for the simultaneous control of parameter-dependent systems\nSpeaker. Umberto Biccari\nAbstract. We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the recently developed Continuous Stochastic Gradient (CSG) algorithm. We consider the problem of computing simultaneous controls through the minimization of a cost functional defined as the superposition of individual costs for each realization of the system. We compare the performances of these stochastic approaches, in terms of their computational complexity, with those of the more classical Gradient Descent (GD) and Conjugate Gradient (CG) algorithms, and we discuss the advantages and disadvantages of each methodology. In agreement with well-established results in the machine learning context, we show how the SGD and CSG algorithms can significantly reduce the computational burden when treating control problems depending on a large number of parameters. This is corroborated by numerical experiments.\nZoom link\nhttps://zoom.us/j/96101999387\nMeeting ID: 961 0199 9387\nPin/password code: 003932\nGet the Official app at: \n
URL:https://cmc.deusto.eus/events-calendar/stochastic-optimization-methods-for-the-simultaneous-control-of-parameter-dependent-systems/
CATEGORIES:FAU CAA Seminar
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