Michael Herty (RWTH Aachen University)

Title: Trends in Nonlinear Optimization
Abstract: We are interested in gradient-free optimization methods applicable also to non-differentiable cost functionals appearing in sparse recovery. The relation towards general inverse problems will also be discussed. The presented methods are based on the evolution of particles and convergence results are established using the corresponding mean field limit equation described by a possibly high-dimensional transport equations. Several extensions and relations to recent results will be discussed and numerical results will be presented.