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Title:听Rayleigh quotient optimizations and eigenvalue problems

Abstract:

Many computational science and data analysis techniques lead to optimizing Rayleigh quotient (RQ) and RQ-type objective functions,

such as computing excitation states (energies) of electronic structures, robust classification to handle uncertainty and constrained

data clustering to incorporate domain knowledge. We will discuss emerging RQ optimization problems, variational principles, and

reformulations to algebraic linear and nonlinear eigenvalue problems. We will show how to exploit underlying properties of these eigenvalue

problems for designing fast solvers, and illustrate the efficacy of these solvers in applications.

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Meeting ID: 913 5824 3462

Passcode: 957599

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