ISyE Seminar “Riemannian Optimization for Projection Robust Optimal Transport”

Please join us for our next seminar via Zoom! This seminar will feature Shiqian Ma from University of California, Davis who will discuss Riemannian optimization for projection robust optimal transport.

Note: All seminars this semester will be research-focused. 

3:30 p.m. - Graduate seminar
4:30 p.m. - Reception
Zoom link
Password: ISyE2022

About the seminar

The optimal transport problem is known to suffer the curse of dimensionality. A recently proposed approach to mitigate the curse of dimensionality is to project the sampled data from the high dimensional probability distribution onto a lower-dimensional subspace, and then compute the optimal transport between the projected data. However, this approach requires solving a max-min problem over the Stiefel manifold, which is very challenging in practice. In this talk, Professor Ma and his colleagues propose a Riemannian block coordinate descent (RBCD) method to solve this problem.

About the speaker

Shiqian Ma is an associate professor in the Department of Mathematics at the University of California, Davis. He received his Ph.D. in industrial engineering and operations research from Columbia University in 2011. Ma was a National Science Foundation postdoctoral fellow in the Institute for Mathematics and its Applications at the University of Minnesota during 2011-2012 and an assistant professor in the Department of Systems Engineering and Engineering Management at the Chinese University of Hong Kong during 2012-2017.