Friday, January 23, 2015 9:30 am
-
9:30 am
EST (GMT -05:00)
The design and analysis of large-scale operator-splitting schemes
Speaker: | Damek Davis |
---|---|
Affiliation: |
University
of
California,
Los
Angeles
(UCLA)
|
Room: | Mathematics and Computer Building (MC) 5417 |
Abstract:
Continuous optimization is a key component of modern data analysis. Recently, the demands of extremely large-scale applications have shifted the focus from high cost, high accuracy methods to low cost, moderate accuracy methods that scale to billions of variables. These large-scale problems often have a decomposable structure that can be exploited by low cost methods in order to yield parallel and distributed algorithms. This talk discusses some of the best performing low-cost methods for large-scale optimization problems with structure, outlines several challenges, and discusses future research directions in this rapidly developing area.