Monday, December 02, 2019, 12:00
- 13:00
Building 9, Level 2, Hall 1, Room 2322
Contact Person
This talk will be a gentle introduction to proximal splitting algorithms to minimize a sum of possibly nonsmooth convex functions. Several such algorithms date back to the 60s, but the last 10 years have seen the development of new primal-dual splitting algorithms, motivated by the need to solve large-scale problems in signal and image processing, machine learning, and more generally data science. No background will be necessary to attend the talk, whose goal is to present the intuitions behind this class of methods.