Coordinate Gradient Descent Method and Incremental Gradient Method for Nonsmooth Optimization

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