Home > Events > 2019 Seminars & Colloquia > Javier Pena, Carnegie Mellon University

Javier Pena, Carnegie Mellon University

Main Content

Bregman proximal methods for convex optimization
18 April 2019 from 4:00 PM to 5:00 PM
201 Thomas Building
Contact Name
Lorey Burghard
Add event to calendar

We propose an overview and unified analysis of Bregman proximal first-order algorithms for convex minimization.  Our approach highlights the fundamental but somewhat overlooked role that the Fechel conjugate plays in this important and versatile class of algorithms.  Our approach yields novel proofs of the convergence rates of the Bregman proximal subgradient, Bregman proximal gradient, and a new accelerated Bregman proximal gradient algorithm.  We illustrate the effectiveness of Bregman proximal methods in two interesting applications, namely the D-optimal design and Poisson linear inverse problems.

Filed under: ,