15th EUROPT Workshop on Advances in Continuous Optimization

Montréal, Canada, July 12 — 14, 2017

15th EUROPT Workshop on Advances in Continuous Optimization

Montréal, Canada, July 12 — 14, 2017

Schedule Authors My Schedule
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In Memory of Jonathan M. Borwein: Continuous Optimization

Jul 13, 2017 03:30 PM – 04:45 PM

Location: Amphithéâtre Banque Nationale

Chaired by Henry Wolkowicz

3 Presentations

  • Cal add eabad1550a3cf3ed9646c36511a21a854fcb401e3247c61aefa77286b00fe402
    03:30 PM - 03:55 PM

    A linear-time algorithm for computing conjugates of piecewise linear-quadratic functions

    • Yves Lucet, presenter, University of British Columbia
    • Tasnuva Haque, University of British Columbia

    Computational convex analysis focuses on the efficient computation of fundamental convex transforms, most notably the Legendre-Fenchel transform. Efficient algorithms have been implemented in the CCA numerical library that computes the entire graph of such transforms. A major challenge is to extend those algorithms to piecewise-defined functions whose domains do not follow a grid structure. We will summarize two previous algorithms based on computational geometry and parametric programming that run in log-linear time. Then we will present a new algorithm that combines a neighborhood graph with graph-matrix calculus to achieve a linear-time worst-case complexity.

  • Cal add eabad1550a3cf3ed9646c36511a21a854fcb401e3247c61aefa77286b00fe402
    03:55 PM - 04:20 PM

    The forward-backward algorithm and the normal problem

    • Walaa Moursi, presenter, University of Calgary

    The forward-backward splitting technique is a popular method for solving monotone inclusions that has applications in optimization. In this talk we explore the behaviour of the algorithm when the inclusion problem has no solution. We present a new formula to define the normal solutions using the forward-backward operator. We also provide a formula for the range of the displacement map of the forward-backward operator. We present some examples which illustrate our theory.

  • Cal add eabad1550a3cf3ed9646c36511a21a854fcb401e3247c61aefa77286b00fe402
    04:20 PM - 04:45 PM

    Low-Rank Matrix Completion (LRMC) using Nuclear Norm (NN) with Facial Reduction (FR)

    • Henry Wolkowicz, presenter, Dept. of Combinatorics and Optimization

    Minimization of the NN is often used as a surrogate, convex
    relaxation, for solving LRMC problems.
    The minimum NN problem can be solved as a trace minimization
    semidefinite program (SDP). The SDP and its dual are regular
    in the sense that they both satisfy strict feasibility.
    FR has been successful in regularizing
    many problems where strict feasibility fails, e.g., SDP relaxations
    of discrete optimization problems such as QAP, GP,
    as well as sensor network localization.
    Here we take advantage of the structure at optimality for the NN
    minimization and show that even though strict
    feasibility holds, the FR framework can be successfully applied
    to obtain a proper face that contains the optimal set. This can
    dramatically reduce the size of the final NN problem while
    guaranteeing a low-rank solution. We include numerical tests for
    both exact and noisy cases.

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