Lecture

Algorithms for Composite Optimization

In course

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Description

This lecture covers algorithms for composite optimization, focusing on proximal operators, proximal gradient methods, and linear minimization oracles. It discusses the design of algorithms for finding solutions, including quadratic majorizers and geometric illustrations. The lecture also delves into proximal-point operators, tractable prox-operators, and solution methods for composite convex minimization. Examples and theoretical bounds are provided for proximal-gradient algorithms and fast proximal-gradient schemes, showcasing their convergence and practical performance.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_31fz066b

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Ontological neighbourhood

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

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