ICCOPT 2013 Talk, Room 2.1, Monday, July 29, 16:30-18:00

 Speaker: Yurii Nesterov, CORE, UCL, Belgium
 Title: Universal gradient methods


 Abstract:
Scientific Program

In Convex Optimization, numerical schemes are always developed for some specific problem classes. One of the most important characteristics of such classes is the level of smoothness of the objective function. Methods for nonsmooth functions are different from the methods for smooth ones. However, very often the level of smoothness of the objective is difficult to estimate in advance. In this talk we present algorithms which adjust their behavior in accordance to the actual level of smoothness observed during the minimization process. Their only input parameter is the required accuracy of the solution.


 Talk in: Organized Session Mon.C.21 Dual and coordinate descent methods
 Cluster: Convex and nonsmooth optimization


 Go to: Mon.C
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage