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Séminaire présenté par Luis BRICENO - lundi 22 juillet 2019, B208, 14h

2019-07-22

Luis BIRCENO, professeur à l'Universidad Técnica Federico Santa María, vous propose un séminaire sur "Splitting algorithms for convex non-smooth optimization, projections and applications", ce lundi 22 juillet 2019, à 14h en Salle B208, Bât Ampère 2e étage.

Venez nombreux !


In this talk we review some classical algorithms for solving structured convex optimization problems, passing from gradient descent to proximal iterations and going further to modern proximal primal-dual splitting algorithms in the case of more complicated objective functions. We explore connections with constrained optimization, in which additional projections are involved accelerating the performance of the algorithms.
Applications to mean-field games and image processing are included.

>>Luis Briceno


GIPSA-lab, 11 rue des Mathématiques, Grenoble Campus BP46, F-38402 SAINT MARTIN D'HERES CEDEX - 33 (0)4 76 82 71 31