ISyE Statistics Seminar - Wotao Yin

Event Details
  • Date/Time:
    • Monday October 29, 2018
      2:00 pm - 3:00 pm
  • Location: Groseclose Room 402
  • Phone:
  • URL: ISyE Building Complex
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
No contact information submitted.
Summaries

Summary Sentence: Building First-order Methods from Monotone Operators

Full Summary: Abstract: We will demonstrate a wide range of first-order optimization methods that can be built from a few concepts and tricks in the monotone operator theory. They include gradient, proximal-gradient, (proximal) method of multipliers, alternating minimization, PDHG, Chambolle Pock, Condat-Vu, (standard, proximal, and linearized) ADMM, and PD3O. Finite-sum and block-coordinate-friendly properties are used to develop parallel and asynchronous methods. However, we will leave out topics such as line search, Nesterov/heavy-ball accelerations, conditional gradients, and second-order methods. We will also discuss how to recognize unbounded, infeasible, and other pathological problems by first-order methods.   Co-author: Ernest K. Ryu and Yanli LI.

Abstract: We will demonstrate a wide range of first-order optimization methods that can
be built from a few concepts and tricks in the monotone operator theory. They

include gradient, proximal-gradient, (proximal) method of multipliers, alternating

minimization, PDHG, Chambolle Pock, Condat-Vu, (standard, proximal, and

linearized) ADMM, and PD3O. Finite-sum and block-coordinate-friendly properties

are used to develop parallel and asynchronous methods. However, we will

leave out topics such as line search, Nesterov/heavy-ball accelerations, conditional

gradients, and second-order methods. We will also discuss how to recognize

unbounded, infeasible, and other pathological problems by first-order methods.

Co-author: Ernest K. Ryu and Yanli LI.

 

BIO:  Wotao Yin
Affiliation: University of California; Los Angeles

Additional Information

In Campus Calendar
Yes
Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

Invited Audience
Faculty/Staff, Public, Graduate students, Undergraduate students
Categories
Seminar/Lecture/Colloquium
Keywords
proximal-gradient, monotone operator theory
Status
  • Created By: sbryantturner3
  • Workflow Status: Published
  • Created On: Oct 8, 2018 - 9:10am
  • Last Updated: Oct 16, 2018 - 9:35am