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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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TITLE: Dual Methods for minimizing functions with bounded variation
SPEAKER: Yuri Nesterov
ABSTRACT:
We propose a new approach for justifying complexity bounds for dual optimization methods. Dual problems often have very big or unbounded size of the optimal solutions. This makes impossible to apply to the complexity analysis of corresponding schemes the standard framework. In this talk we propose new methods, which can work with unbounded feasible sets. All these methods are primal-dual: they generate both primal and dual solutions with required accuracy/feasibility guarantees. This is a joint work with A. Gasnikov (IITP, Moscow)