Special Seminar - Courtney Paquette

Title: Minimization of convex compositions

Abstract:

Numerous optimization tasks can be posed as minimization of a finite convex function composed with a smooth map. Phase retrieval and matrix factorization problems are common examples. I will discuss various aspects of this problem class, including efficiency of first-order methods, termination criteria, and convexity-adaptive acceleration strategies.

Joint work: Dmitriy Drusvyatskiy