Tuesday, 15:15 - 15:40 h, Room: H 1012

 

Arkadi Nemirovski
Randomized first-order algorithms for bilinear saddle point problems and their applications to l1 minimization

Coauthors: Anatoli Juditsky, Fatma Kilinc-Karzan

 

Abstract:
In this talk, we propose randomized first-order algorithms for solving bilinear saddle points problems. Our developments are motivated by the need for sublinear time algorithms to solve large-scale parametric bilinear saddle point problems where cheap online assessment of solution quality is crucial. We present the theoretical efficiency estimates of our algorithms and discuss a number of applications, primarily to the problems of l1 minimization arising in sparsity-oriented Signal Processing.
We demonstrate, both theoretically and by numerical examples, that when seeking for medium-accuracy
solutions of large-scale l1 minimization problems, our randomized algorithms outperform
significantly (and progressively as the sizes of the problems grow) the state-of-the-art
deterministic methods.

 

Talk 1 of the invited session Tue.3.H 1012
"Large-scale structured optimization" [...]
Cluster 17
"Nonsmooth optimization" [...]

 

  payday advance . Since its introduction in the market buying Order Cialis can be exclusively in pharmacy chains with a prescription from a doctor. I agree that this is very inconvenient and takes a lot of time and effort.