Mathematics Colloquia and Seminars

Return to Colloquia & Seminar listing

This will be a two-part talk. In the first part, I will discuss recent work using ensembles of interacting particles to dramatically improve the mixing time of Markov chain Monte Carlo in moderate dimension, especially in the presence of multimodality/metastability. In the second part, I will present a fast practical algorithm for approximate semidefinite programming based on regularization by the von Neumann entropy. In particular our algorithm yields an empirically linear scaling approach attaining fixed approximation ratios for the Max-Cut problem.