First-Order Algorithms

Monday, August 1, 2016 - 11:00am - 12:30pm
Lind 305
Shuzhong Zhang (University of Minnesota, Twin Cities)
In this talk we will discuss low-complexity algorithms for solving large-scale convex optimization problems. Such algorithms include: gradient projection, proximal gradient, Iterative Shrinkage-Thresholding (ISTA), Nesterov's acceleration, and Alternating Direction Method of Multipliers (ADMM). The emphasis of the discussion will be placed on the convergence behavior of these algorithms.
MSC Code: