Host Institution:

University of South Australia
Centre for Industrial and Applied Mathematics

Title of Seminar:

Entropy and Projection Methods for Inverse Problems

Speaker's Name:

Professor Laureat Jonathan Borwein

Speaker's Institution:

University of Newcastle

Time and Date:

12:10 pm Monday 29 March, 2010 (Sth Aus. Time)

Seminar Abstract:

I shall discuss in "tutorial mode" the formalization of inverse problems such as signal recovery and option pricing;   first as (convex and non-convex) optimization problems and second as feasibility problems --- over the infinite dimensional space of signals. I shall touch on the following topics (more is an unrealistic task):

1. The impact of the choice of "entropy" (e.g., Boltzmann-Shannon,Burg entropy, Fisher information) on the well-posedness of the problem and the form of the solution. 
2. Convex programming duality: what it is and what it buys you.
3. Algorithmic consequences. 
4. Non-convex extensions: life is hard. But sometimes more works than should.

Seminar Convenor:

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