Distributed Sparse Optimization
主 题: Distributed Sparse Optimization
报告人: Professor Wotao Yin, UCLA, U.S.A
时 间: 2013-09-18 15:00
地 点: The 3rd Lecture Hall (三教) Rm 103, PKU（主持人：姚远）
Sparse optimization has found interesting applications in many data-processing areas such as compressed sensing, machine learning, signal processing, medical imaging, finance, etc. After reviewing compressed sensing and sparse optimization, this talk then introduces novel algorithms tailored for very large scale sparse optimization problems with very big data. Besides the typical complexity analysis, we analyze the overhead due to parallel and distributed computing. Numerical results are presented to demonstrate the scalability of the parallel codes for handling problems with hundreds of gigabytes of data under 2 minutes on the Amazon EC2 cloud computer. The work is joint with Zhimin Peng and Ming Yan.