A nonconvex approach to cardinality constrained optimization
- Date
- Jan 17, 2018
- Time
- 5:00 PM - 6:00 PM
- Speaker
- Prof. Dr. Alexandra Schwartz
- Affiliation
- Technische Universität Darmstadt
- Series
- TUD Dresdner Mathematisches Seminar
- Language
- en
- Main Topic
- Mathematik
- Other Topics
- Mathematik
- Host
- Prof. Dr. Andreas Fischer
- Description
- Sparse optimization problems and optimization problems with cardinality constraints have many applications such as portfolio optimization, subset selection, compressed sensing or learning. In the past solution approaches have mostly focused on convex substitutes of the respective problems, e.g. using the l1-norm to induce sparsity. However, recently nonconvex formulations have gained popularity both in learning and in the handling of sparse or cardinality constrained problems. In this talk, we give an overview over these new nonconvex reformulations and related solution approaches.
Last modified: Sep 27, 2017, 3:19:16 PM
Location
TUD Willers-Bau (WIL C 307)Zellescher Weg12-1401069Dresden
- Homepage
- https://navigator.tu-dresden.de/etplan/wil/00
Organizer
TUD MathematikWillersbau, Zellescher Weg12-1401069Dresden
- Phone
- 49-351-463 33376
- Homepage
- http://tu-dresden.de/mathematik
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