Northwestern Events Calendar

Nov
11
2022

Statistics and Data Science Seminar Series: Leveraging "partial" smoothness for faster convergence in nonsmooth optimization

When: Friday, November 11, 2022
11:00 AM - 12:00 PM Central

Where: Chambers Hall, Ruan Conference Room – lower level, 600 Foster St, Evanston, IL 60208 map it

Audience: Faculty/Staff - Post Docs/Docs - Graduate Students

Contact: Kisa Kowal   (847) 491-3974

Group: Department of Statistics and Data Science

Category: Academic, Lectures & Meetings

Description:

Leveraging "partial" smoothness for faster convergence in nonsmooth optimization

Damek Davis, Associate Professor of Operations Research, Cornell University

Abstract:

First-order methods in nonsmooth optimization are often described as "slow." I will present two (locally) accelerated first-order methods that violate this perception: a superlinearly convergent method for solving nonsmooth equations, and a linearly convergent method for solving "generic" nonsmooth optimization problems. The key insight in both cases is that nonsmooth functions are often "partially" smooth in useful ways.

 

More Info Add to Calendar

Add Event To My Group:

Please sign-in