Nexus Trimester - 2016 - Inference Problems Theme

Collection Nexus Trimester - 2016 - Inference Problems Theme

Organizer(s)

Date(s) 28/04/2024

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An Optimal Affine Invariant Smooth Minimization Algorithm

By Alexandre d'Aspremont

We formulate an affine invariant implementation of the algorithm in (Nesterov, 1983). We show that the complexity bound is then proportional to an affine invariant regularity constant defined with respect to the Minkowski gauge of the feasible set. Joint work with Cristóbal Guzmán and Martin Jaggi.

Information about the video

Date of recording 18/03/2016
Date of publication 08/04/2016
Institution IHP
Format MP4

Domain(s)

Computer Science

MSC codes

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