Coordinate Gradient Descent Method and Incremental Gradient Method for Nonsmooth Optimization
- Series
- Applied and Computational Mathematics Seminar
- Time
- Friday, January 25, 2013 - 14:00 for 1 hour (actually 50 minutes)
- Location
- Skiles 005
- Speaker
- Sangwoon Yun – Sung Kyun Kwan Univ. (Korea) – yswmathedu@skku.edu
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.