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