CMX Lunch Seminar
Annenberg 213
Leveraging "partial" smoothness for faster convergence in nonsmooth optimization
Damek Davis,
Associate Professor,
Operations Research and Information Engineering,
Cornell University,
First-order methods in nonsmooth optimization are often described as "slow." I will present two (locally) accelerated first-order methods that violate this perception: a superlinearly convergent method for solving nonsmooth equations, and a linearly convergent method for solving "generic" nonsmooth optimization problems. The key insight in both cases is that nonsmooth functions are often "partially" smooth in useful ways.
For more information, please contact Jolene Brink by phone at (626)395-2813 or by email at [email protected] or visit CMX Website.
Event Series
CMX Lunch Series