Differential Equations and Nonlinear Analysis Seminar: Luis Briceno, Universidad Técnica Federico Santa María, Chile, Splitting algorithms for non-smooth convex optimization: Review, projections, and applications
ZoomIn this talk we review some classical algorithms for solving structured convex optimization problems, passing from gradient descent to proximal iterations and going further to modern proximal primal-dual splitting algorithms in the case of more complicated objective functions. We put special attention to constrained convex optimization, in which we accelerate the performance of the algorithms…