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DTSTART:20241027T030000
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UID:calendar.135321.field_date.0@www.tse-fr.eu
DTSTAMP:20260418T140140Z
CREATED:20240710T221002Z
DESCRIPTION:Guoyin Li (University of New South Wales)\, “Proximal methods f
 or nonsmooth and nonconvex fractional programs: when sparse optimization m
 eets fractional programs”\, MAD-Stat. Seminar\, Toulouse: TSE\, October 10
 \, 2024\, 11:00–12:15\, room Auditorium 5.\n\nNonsmooth and nonconvex frac
 tional programs are ubiquitous and also highly challenging. It includes th
 e composite optimization problems studied extensively lately\, and encompa
 sses many important modern optimization problems arising from diverse area
 s such as the recent proposed scale invariant sparse signal reconstruction
  problem in signal processing\, the robust Sharpe ratio optimization probl
 ems in finance and the sparse generalized eigenvalue problem in discrimina
 tion analysis. \n\nIn this talk\, we will introduce extrapolated proximal 
 methods for solving nonsmooth and nonconvex fractional programs and analys
 e their convergence behaviour. Interestingly\, we will show that the propo
 sed algorithm exhibits linear convergence for the scale invariant sparse s
 ignal reconstruction model\,  and the sparse generalized eigenvalue proble
 m with either cardinality regularization or sparsity constraints. This is 
 achieved by identifying the explicit desingularization function of the Kur
 dyka-\L ojasiewicz inequality for the merit function of the fractional opt
 imization models. Finally\, if time permits\, we will present some prelimi
 nary encouraging numerical results for the proposed methods for sparse sig
 nal reconstruction and sparse Fisher discriminant analysis
DTSTART;TZID=Europe/Paris:20241010T120000
DTEND;TZID=Europe/Paris:20241010T131500
LAST-MODIFIED:20241011T001001Z
LOCATION:Toulouse: TSE\, October 10\, 2024\, 11:00–12:15\, room Auditorium 
 5
SUMMARY:MAD-Stat. Seminar
URL;TYPE=URI:https://www.tse-fr.eu/seminars/2024-proximal-methods-nonsmooth
 -and-nonconvex-fractional-programs-when-sparse-optimization-meets
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