Smooth relaxations of large-scale optimization problems, with applications to sparse optimization and semidefinite programming (13rit183)

The Banff International Research Station will host the "Smooth relaxations of large-scale optimization problems, with applications to sparse optimization and semidefinite programming" workshop from to .

The large-scale nature of modern applications is an exciting challenge for modern optimization algorithms. Many important large-scale applications require sparse and semidefinite optimization, including image reconstruction, protein structure determination, and wireless sensor localization.

In this project, we use known techniques from convex analysis (Moreau-Yosida smoothing and projection onto convex cones) in a new way to develop the next generation of fast matrix-free methods. Because this technology is mainly one of reformulation, the resulting methods can be applied to a vast range of applications through generally available solvers.

The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT).