Optimization talk: The design and analysis of large-scale operator-splitting schemes

Thursday, February 12, 2015 -
4:00pm to 5:00pm
Room 1240, CS Building

Speaker Name: 

Damek Davis

Speaker Institution: 

UCLA

Cookies: 

Yes

Description: 

Speaker Damek Davis will give an Optimization and CS Faculty Candidate Presentation.

Abstract: Continuous optimization is a key component of modern data analysis. Recently, the demands of extremely large-scale applications have shifted the focus from high cost, high accuracy methods to low cost, moderate accuracy methods that scale to billions of variables. These large-scale problems often have a decomposable structure that can be exploited by low cost methods in order to yield parallel and distributed algorithms. This talk discusses some of the best performing low-cost methods for large-scale optimization problems with structure, outlines several challenges, and discusses future research directions in this rapidly developing area.