Coordinate Gradient Descent Method and Incremental Gradient Method for Nonsmooth Optimization

Applied and Computational Mathematics Seminar
Friday, January 25, 2013 - 14:00
1 hour (actually 50 minutes)
Skiles 005
Sung Kyun Kwan Univ. (Korea)
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.