Welcome to the “Laplace” reading group, a series of seminars and informal discussions organized by the CFM-ENS Chair “Modèles et Sciences des Données”.
In these meetings, researchers can give presentations about their current research interests or discuss interesting papers. As with the Data Science Colloquium, the goal is to initiate discussions between researchers from different fields that all have a common interest in large scale or high-dimensional data. You can check the list of the next seminars below and the list of past reading groups.
All are welcome to attend, feel free to propose topics that you would like to see discussed, or work that you would like to present (contact at the bottom).
July 11th, 2018, 11h-12h, room R3, DMA, ENS (45 rue d'Ulm, basement).
Juan Peypouquet (Universidad Técnica Federico Santa María (Chile))
Title: Inertial proximal algorithms for maximally monotone operators
Abstract: We present a Regularized Inertial Proximal Algorithm to solve convex optimization problems and variational inequalities. It is obtained by means of a convenient finite-difference discretization of a second-order differential equation with vanishing damping, governed by the Yosida regularization of a maximally monotone operator with time-varying index. These systems are the counterpart to accelerated forward–backward algorithms in the context of maximally monotone operators. A simple example illustrates the behavior of these systems compared with some of their close relatives.
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