Customizing Proximal Point Algorithm for Convex Programming: Applications to Sparse and Low-rank Models
主讲人: Prof. Xiaoming Yuan, Hong Kong Baptist University
活动时间: 从 2013-12-02 00:00 到 00:00
场地: Room 09 at Quan Zhai, BICMR
Speaker: Prof. Xiaoming Yuan, Hong Kong Baptist University
Time: 2013年12月2日下午2点至3点
Venue: 全9教室,北京国际数学研究中心全斋
Abstract: The proximal point algorithm (PPA) is a fundamental method in optimization, playing significant roles both theoretically and algorithmically. In this talk, I will show that the PPA with customized choices of its proximal parameter can be very efficient for solving some convex programming problems. Some applications to sparse and/or low-rank driven models will be shown, including the basis pursuit, imaging denoising/deblurring, and video surveillance problems.