15th EUROPT Workshop on Advances in Continuous Optimization
Montréal, Canada, 12 — 14 juillet 2017
15th EUROPT Workshop on Advances in Continuous Optimization
Montréal, Canada, 12 — 14 juillet 2017
Plenary I
12 juil. 2017 08h30 – 09h30
Salle: Amphithéâtre Banque Nationale
Présidée par Sébastien Le Digabel
1 présentation
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08h30 - 09h30
Asynchronous parallel algorithms for the minimization of nonsmooth, nonconvex functions
We present recent advancements in the field of asynchronous parallel methods for the minimization of the sum of a differentiable function and a possibly nonsmooth, convex regularizer subject to constraints. In recent years, problems of this kind have played an important role in many applicative fields and instances of ever increasing dimensions need to be solved. Asynchronous methods play a key role in the solution of these large problems. After reviewing recent results in the field, we discuss, in particular, a rather general framework along with its main convergence properties and report numerical results.