Elenco seminari del ciclo di seminari
“"MODERN TECHNIQUES OF LARGE SCALE OPTIMIZATION FOR DATA SCIENCE"”

Gennaio
23
2023
Gondzio Jacek
Modern Techniques of Large Scale Optimization for Data Science part 1
nel ciclo di seminari: "MODERN TECHNIQUES OF LARGE SCALE OPTIMIZATION FOR DATA SCIENCE"
analisi numerica
Lectures 1 and 2 (2h) Interior Point Methods (IPMs) for LP - Motivation, logarithmic barrier function, central path, neighbourhoods, - path-following method, convergence proof, complexity of the algorithm, - practical implementation issues. Lectures 3 and 4 (2h) Interior Point Methods for QP, (convex) NLP, SOCP and SDP - Quadratic Programming (QP) problems, primal-dual pair of QPs, - Nonlinear (convex) inequality constraints, - Second-Order Cone Programming, - Semidefinite Programming, - Newton method, logarithmic barrier function, self-concordant barriers. Lectures 5 and 6 (2h) - Sparse Approximations with IPMs: modern applications of optimization which require a selection of a 'sparse' solution originating from computational statistics, signal or image processing, compressed sensing, machine learning, and discrete optimal transport, to mention just a few. - Alternating Direction Method of Multipliers (ADMM).
organizzato da: Serena Morigi
nell'ambito del Progetto Fondi U.E. BPIS_2022_MORIGIS Advanted methods for mathematical image analysis (ERASMUS+) del prof. Serena Morigi