Carissimi,

vi ricordo il Seminario del Prof. Jacek Gondzio (School of Mathematics, University of Edinburgh) di venerdì prossimo (20/3) a Firenze e, a rettifica di quanto comunicato in precedenza, preciso che il seminario si terrà presso il PLESSO DIDATTICO MORGAGNI (Aula 223).

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Ven 20 Marzo, ore 14:00 Luogo: FIRENZE aula: Aula 223, PLESSO DIDATTICO MORGAGNI Viale Morgagni 40, Università di Firenze

TITOLO: "Preconditioners for higher order methods in big data optimization"

ABSTRACT:

We address efficient preconditioning techniques for the second-order methods applied to solve various sparse approximation problems arising in big data optimization. The preconditioners cleverly exploit special features of such problems and cluster the spectrum of eigenvalues around one. The inexact Newton Conjugate Gradient method excels in these conditions. Numerical results of solving L1-regularization problems of unprecedented sizes will be presented.

J. Gondzio joint work K. Fountoulakis

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Cordiali saluti,

Margherita Porcelli