Monday, February 4, 2013
4:15 pm
Annenberg 105

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
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