2024年11月24日 星期日 登录 EN

学术活动
Randomized first-order methods for convex finite-sum optimization
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报告人:
Boyuan Ruan, School of Mathematical Sciences, Beijing Normal University
邀请人:
Yafeng Liu, Associate Professor
题目:
Randomized first-order methods for convex finite-sum optimization
时间地点:
9:00-11:00 March 8 (Friday), Z301
摘要:

In this talk, we mainly introduce two randomized first-order methods for convex finite-sum optimization. The first one is the random primal-dual gradient (RPDG) method, which incorporates random block decomposition into the primal-dual method for deterministic convex optimization. The second one is the random gradient extrapolation method (RGEM), which employs randomized gradient evaluations into the gradient extrapolation method for deterministic convex optimization. Under a judicious selection of parameters, we can prove that both of these methods can obtain the lowest iteration complexity bound for randomized methods, while performing fewer gradient evaluations than optimal deterministic first-order methods under certain circumstances.