PIMS-SFU Applied & Computational Math Seminar: Michael Friedlander

The aim of structured optimization is to assemble a solution, using a given set of atoms, to fit a model to data. Polarity, which generalizes the notion of orthogonality from linear sets to general convex sets, plays a special role in a simple and geometric description of convex duality. This geometric perspective leads to a family of practical algorithms for large-scale problems.