prof. Jean-Christophe Pesquet
List of topics:
fixed point strategies, proximal methods, forward-backward, Douglas-Racford, Alternating Direction, Method of Multipliers.
Abstract:
In a wide range of application fields (inverse problems, machine learning, computer vision, data analysis, networking,...), large scale optimization problems need to be solved. The objective of this course is to introduce the theoretical nonlinear tools which make it possible to develop efficient algorithms to successfully address these problems. Proximal splitting techniques which are now very popular for processing massive datasets will be presented.
Github repository for materials, labs and all the associated corrections for this activity
The exam consists in the last three exercices marked in blue in the "exam.pdf".