Bangti Jin, a former TAMU postdoc, is currently a Lecturer at University College London.
He will be giving a talk on May 1, 2015 at 12:30 pm in Blocker 612.
Title:
Sparsity Optimization — Modeling and Active Set Algorithm
Abstract:
Over the last decade, sparsity has emerged as an extremely important tool for solving many scientific problems. Typically the sparsity constraint is enforced by the convex l1 penalty, but nonconvex penalties, e.g., l0 penalty, have been suggested to further enhance the result. In this talk, first I will explain the basic idea of sparsity optimization, and describe some applications. Then I will discuss some numerical methods for solving related optimization problems, with a focus on the recently developed primal-dual active set algorithm, for both convex and nonconvex penalties.
He will be visiting TAMU April 28, 2015 – May 22, 2015 to collaborate and possibly attend the workshop on Advanced Numerical Methods in the Mathematical Sciences.