CSP Seminar

Optimized first-order 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 Event

Many 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 first-order 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: 763-5022

Email: ampace@umich.edu

Event Sponsor: University of Michigan, Department of Electrical Engineering & Computer Science

Open to: Public