Seminário de Matemática Aplicada, Departamento de Matemática, UFSC

Segunda-feira, 9 de novembro de 2015

Yurii Nesterov, Center for Operations Research and Econometrics, Catholic University of Louvain (Belgium)

New perspectives for increasing efficiency of minimization schemes

In this talk we prove a new complexity bound for a variant of Accelerate Coordinate Descent Method. We show that this method always outperform the standard Fast Gradient Methods on many optimization problems with dense data. As application examples, we consider unconstrained convex quadratic minimization problem, and the problems arising in Smoothing Technique. On some special problem instances, the provable acceleration factor can reach the square root of number of variables.

Local: Auditório (LAED) do Departamento de Matemática, andar térreo
Horário: 14:00-14:50