Speaker: Professor Yin ZHANG (Rice University)

Inviter: Center for Optimization and Applications
 
Title: Some Recent Advances in Alternating Direction Methods: Practice and Theory 
 
Time: 16:00-17:00, Sept 6th (Tuesday)

Venue: Lecture Room 311, Lan-Bai Building
 
Abstract:
The classic Augmented Lagrangian Alternating Direction Method (ALADM or simply ADM) 
has recently found great utilities in solving convex, separable optimization problems 
arising from signal/image processing and sparse optimization. In this talk, we briefly 
introduce the classic ADM approach, give some recent examples of its applications 
including extensions to solving some non-convex and non-separable problems. We then 
present new local and global convergence results that extend the classic ADM convergence 
theory in several aspects.