ORIE Colloquium, 2015-01-26 - Damek Davis: The Design and Analysis of Large-scale Operator-splitting Schemes
From E. Cornelius
Continuous optimization is a key component of modern data analysis. Recently, the demands of extremely large-scale applications have shifted the focus from high cost, high accuracy methods to low cost, moderate accuracy methods that scale to billions of variables. These large-scale problems often have a decomposable structure that can be exploited by low cost methods in order to yield parallel and distributed algorithms. This talk discusses some of the best performing low-cost methods for large-scale optimization problems with structure, outlines several challenges, and discusses future research directions in this rapidly developing area.