Optimal Gradient Methods for Nonlinear Optimization

Tuesday, January 26, 2016 - 11:30am - 12:20pm
Keller 3-180
Hongchao Zhang (Louisiana State University)
In this talk, we will discuss extending the optimal gradient methods for solving convex optimization to deal with more general nonlinear, possibly nonconvex and nonsmooth, optimization problems. These algorithms will treat the nonconvex and convex optimization problems in a unified way so that they will achieve the best known complexity for solving a more general class of optimization problems.
Both the well-studied techniques for nonlinear programming and the techniques
for convex optimization can be combined in the framework of the discussed methods to improve their numerical performance.

Joint work with Saeed Ghadimi and Guanghui Lan
MSC Code: