BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Drupal iCal API//EN
X-WR-CALNAME:Events items teaser
X-WR-TIMEZONE:America/Toronto
BEGIN:VTIMEZONE
TZID:America/Toronto
X-LIC-LOCATION:America/Toronto
BEGIN:DAYLIGHT
TZNAME:EDT
TZOFFSETFROM:-0500
TZOFFSETTO:-0400
DTSTART:20240310T070000
END:DAYLIGHT
BEGIN:STANDARD
TZNAME:EST
TZOFFSETFROM:-0400
TZOFFSETTO:-0500
DTSTART:20241103T060000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
UID:69d16986aff16
DTSTART;TZID=America/Toronto:20241115T153000
SEQUENCE:0
TRANSP:TRANSPARENT
DTEND;TZID=America/Toronto:20241115T163000
URL:https://uwaterloo.ca/combinatorics-and-optimization/events/tutte-colloq
 uium-guoyin-li
SUMMARY:Tutte colloquium-Guoyin Li
CLASS:PUBLIC
DESCRIPTION:TITLE: Proximal methods for nonsmooth and nonconvex fractional\
 nprograms: when sparse optimization meets fractional programs\n\nSPEAKER:\
 n Guoyin Li\n\nAFFILIATION:\n University of New South Wales \n\nLOCATION:\
 n MC 5501\n\nABSTRACT:Nonsmooth and nonconvex fractional programs are ubiq
 uitous\nand also highly challenging. It includes the composite optimizatio
 n\nproblems studied extensively lately\, and encompasses many important\nm
 odern optimization problems arising from diverse areas such as the\nrecent
  proposed scale invariant sparse signal reconstruction problem\nin signal 
 processing\, the robust Sharpe ratio optimization problems in\nfinance and
  the sparse generalized eigenvalue problem in\ndiscrimination analysis. \n
 \nIn this talk\, we will introduce extrapolated proximal methods for\nsolv
 ing nonsmooth and nonconvex fractional programs and analyse their\nconverg
 ence behaviour. Interestingly\, we will show that the proposed\nalgorithm 
 exhibits linear convergence for the scale invariant sparse\nsignal reconst
 ruction model\,  and the sparse generalized eigenvalue\nproblem with eith
 er cardinality regularization or sparsity\nconstraints. This is achieved b
 y identifying the explicit\ndesingularization function of the Kurdyka-_Ł_
  ojasiewicz inequality\nfor the merit function of the fractional optimizat
 ion models. Finally\,\nif time permits\, we will present some preliminary 
 encouraging\nnumerical results for the proposed methods for sparse signal\
 nreconstruction and sparse Fisher discriminant analysis\n\nThe talk is bas
 ed on joint work with R.I. Bo ̧t\, M. Dao\, T.K. Pong\nand P. Yu.\n\n \n
 \n 
DTSTAMP:20260404T194158Z
END:VEVENT
END:VCALENDAR