Coordinate Gradient Descent Method and Incremental Gradient Method for Nonsmooth Optimization

Series
Applied and Computational Mathematics Seminar
Time
Friday, January 25, 2013 - 2:00pm for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Sangwoon Yun – Sung Kyun Kwan Univ. (Korea) – yswmathedu@skku.edu
Organizer
Sung Ha Kang
In this talk, we introduce coordinate gradient descent methods for nonsmooth separable minimization whose objective function is the sum of a smooth function and a convex separable function and for linearly constrained smooth minimization. We also introduce incremental gradient methods for nonsmooth minimization whose objective function is the sum of smooth functions and a convex function.