Convex Optimization with Abstract Linear Operators
published: Feb. 23, 2016, recorded: December 2015, views: 443
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
We introduce a convex optimization modeling framework that transforms a convex optimization problem expressed in a form natural and convenient for the user into an equivalent cone program in a way that preserves fast linear transforms in the original problem. By representing linear functions in the transformation process not as matrices, but as graphs that encode composition of abstract linear operators, we arrive at a matrix-free cone program, i.e., one whose data matrix is represented by an abstract linear operator and its adjoint. This cone program can then be solved by a matrix-free cone solver. By combining the matrix-free modeling framework and cone solver, we obtain a general method for efficiently solving convex optimization problems involving fast linear transforms
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !