University of Michigan
EECS Department
Electrical and
Computer Engineering
EECS Building
1301 Beal Avenue
Ann Arbor, MI 481092122
CSP Seminar
Optimized firstorder convex minimization methods
Jeff Fessler
Professor
University of Michigan, Department of Electrical Engineering and Computer Science 

Thursday, April 17, 2014
4:00pm  5:00pm 1005 EECS


About the EventMany problems in signal and image processing, machine learning, and estimation require optimization of convex cost functions. For convex cost functions with Lipschitz continuous gradients, Nesterov's fast gradient method decreases the cost function at least as fast as the square of the number of iterations, a rate order that is optimal. This talk presents a new firstorder convex optimization method that converges twice as fast yet has a remarkably simple implementation that is comparable to Nesterov's method. This is work by doctoral student Donghwan Kim.

Additional Information
Contact: Ann Pace
Phone: 7635022
Email: ampace@umich.edu
Event Sponsor: University of Michigan, Department of Electrical Engineering & Computer Science
Open to: Public


