Computing and Mathematical Sciences Colloquium

Monday October 17, 2016 4:00 PM

Difference-of-Convex Programming

Speaker: Professor Jong-Shi Pang, Viterbi School of Engineering , University of Southern California
Location: Annenberg 105
Beginning with several modern applied problems arising from areas like signal processing and communication, sparsity representation, and two-stage stochastic programs, we present a unified class of nonsmooth, difference-of-convex (dc) programs that constitutes the main focus of our lecture. Topics to be discussed include: (i) clarification of several kinds of stationary solutions and their relations; (ii) development of a convex-programming based algorithm for computing a directional stationary problem of a convex constrained dc program, and (ii) extensions of the algorithm in several directions including a randomized version for selecting the subproblems to be solved, and if time permits, dc constrained problems.
Series Computing and Mathematical Sciences Colloquium Series

Contact: Carmen Nemer-Sirois at (626) 395-4561 carmens@cms.caltech.edu