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X-WR-CALDESC:eventdots-Talk by Dr. Pierre-Louis POIRION (Huawei Technologies France, France)
X-WR-CALNAME:eventdots-Talk by Dr. Pierre-Louis POIRION (Huawei Technologies France, France)
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SUMMARY:Talk by Dr. Pierre-Louis POIRION (Huawei Technologies France, France)
DTSTART;TZID=UTC;VALUE=DATE-TIME:20180424T081500Z
DTEND;TZID=UTC;VALUE=DATE-TIME:20180424T090000Z
DTSTAMP;VALUE=DATE-TIME:20191115T062214Z
CREATED;VALUE=DATE-TIME:20180405T141409Z
DESCRIPTION:Speaker:\nDr. Pierre-Louis POIRION (Mathematical and Algorithmic Science Lab at Huawei Technologies France, France)\n\nTitle:\nRandom projections for symmetric cone programming\n\nAbstract:\nThe well-known Johnson-Lindenstrauss lemma states that there are random matrices with surprisingly few rows that approximately preserve pairwise Euclidean distances among a set of points. In this talk, we exploit this result to prove that one can approximately solve, with a probabilistic algorithm, a Symmetric Cone Program with a large set of equality constraints by solving a projected version having a much smaller set of constraints.\nWe will more particularly study the LP case and show that our algorithm can solve large randomly generated LP instances.
LOCATION:理化学研究所 革新知能統合研究センター (AIP), オープンスペース Nihonbashi 1-chome Mitsui Building, 15th floor,1-4-1 Nihonbashi, Chuo-ku
URL:https://techplay.jp/event/667616
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