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SUMMARY:First-order methods for large scale optimisation problems - Additi
 onal large-scale algorithms - Stephen Becker\, University of Colorado
DTSTART:20180615T130000Z
DTEND:20180615T150000Z
UID:TALK104560@talks.cam.ac.uk
CONTACT:Rachel Furner
DESCRIPTION:Part of the CCIMI short course 'First-order methods for large 
 scale optimisation problems'\n\nInstructor: Stephen Becker\, University of
  Colorado\n\nLecture 4: Additional large-scale algorithms\nA variety of us
 eful methods are discussed\, with comments but without detailed analysis. 
 Algorithms may include: the simplex method for LPs\, classical algorithms 
 for unconstrained problems (non-linear conjugate gradient\, quasi-Newton\,
  matrix-free Newton\, Levenberg–Marquardt and Gauss-Newton\, and active-
 set approaches)\, classical algorithms for constrained problems (penalty m
 ethods\, Augmented Lagrangian\, ADMM and Douglas-Rachford\, coordinate des
 cent and alternating minimization\, interior-point methods\, sequential qu
 adratic programming\, Frank-Wolfe and conditional gradient)\, and possibly
  primal-dual methods and mirror-descent. There will be an interlude on non
 -convex optimization and some non-convex algorithms (e.g.\, cubic-regulari
 zation).
LOCATION:MR3 Centre for Mathematical Sciences
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