Montag, 14. Mai 2018, 16:45 - 17:45 iCal

ISOR Colloquium

"First order algorithms for constrained optimization problems in Machine Learning"

Speaker: Francesco Rinaldi (Univ. Padova)

HS 7 OMP1 (#1.303), 1st floor
Oskar-Morgenstern-Platz 1, 1090 Wien

Vortrag

---

Thanks to the advent of the "Big Data era", simple iterative first-order optimization approaches for constrained convex optimization have re-gained popularity in the last few years. In the talk, we first review a few classic methods (i.e., conditional and projected gradient method) in the context of Big Data applications. Then, we discuss both theoretical and computational aspects of some new active-set variants for those classic methods. Finally, we examine current challenges and future research perspectives.

Zur Webseite der Veranstaltung

---

Veranstalter

Institut für Statistik und Operations Research

---

Kontakt

Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651
vera.lehmwald@univie.ac.at

Erstellt am Freitag, 09. März 2018, 11:16
Letzte Änderung am Montag, 12. März 2018, 09:14