Monday, February 4, 2013
4:15 pm
105 Annenberg
Applied Mathematics Colloquium
A Fresh Look at Active Sets
Traditional nonlinear optimization - both theory and computation - relies heavily on the "active set" of constraints. Those constraints typically define a smooth surface, a crucial tool for analysis and algorithm design. This talk takes a less classical look at the geometry of this surface, using variational and semi-algebraic analysis. A proximal algorithm for composite optimization illustrates the potential.
Joint work with J. Bolte, A. Daniilidis, D. Drusvyatskiy, and S. Wright.
Contact Carmen Nemer-Sirois carmens@caltech.edu at (626) 395-4561
Event Sponsors:



05.12.2013 Flickr
05.12.2013 Flickr
05.10.2013 Flickr
04.13.2013 Flickr
04.09.2013 Flickr
04.09.2013 Flickr
03.16.2013 Flickr
03.12.2013 Flickr
02.26.2013 Flickr
02.20.2013 Flickr