612457 event 1539004225 1539696922 <![CDATA[ISyE Statistics Seminar - Wotao Yin]]> Abstract: We will demonstrate a wide range of first-order optimization methods that can
be built from a few concepts and tricks in the monotone operator theory. They

include gradient, proximal-gradient, (proximal) method of multipliers, alternating

minimization, PDHG, Chambolle Pock, Condat-Vu, (standard, proximal, and

linearized) ADMM, and PD3O. Finite-sum and block-coordinate-friendly properties

are used to develop parallel and asynchronous methods. However, we will

leave out topics such as line search, Nesterov/heavy-ball accelerations, conditional

gradients, and second-order methods. We will also discuss how to recognize

unbounded, infeasible, and other pathological problems by first-order methods.

Co-author: Ernest K. Ryu and Yanli LI.

 

BIO:  Wotao Yin
Affiliation: University of California; Los Angeles

]]> Abstract: We will demonstrate a wide range of first-order optimization methods that can be built from a few concepts and tricks in the monotone operator theory. They

include gradient, proximal-gradient, (proximal) method of multipliers, alternating

minimization, PDHG, Chambolle Pock, Condat-Vu, (standard, proximal, and

linearized) ADMM, and PD3O. Finite-sum and block-coordinate-friendly properties

are used to develop parallel and asynchronous methods. However, we will

leave out topics such as line search, Nesterov/heavy-ball accelerations, conditional

gradients, and second-order methods. We will also discuss how to recognize

unbounded, infeasible, and other pathological problems by first-order methods.

 

Co-author: Ernest K. Ryu and Yanli LI.

]]> <![CDATA[ISyE Building Complex]]> 1242 1795 179303 179304