Irène Waldspurger: "Correctness guarantees for the Burer-Monteiro factorization"

mardi 31 mars 2026, 14:00 → 16:00 Europe/Paris

A low-rank optimization problem is a problem where one must minimize a function over the set of matrices, and the minimizer happens to be low rank. After introducing and motivating these problems, I will explain the difficulties which arise when trying to numerically solve them, and the possible algorithmic fixes. I will in particular describe the so-called Burer-Monteiro factorization, and the recent correctness guarantees which have been developed for it.
This is joint work with (Faniriana) Tommy Rakoto Endor.