Title

:

A Preliminary Study of Optimization Algorithms for Sparse Solutions

Speaker

:

Prof. Wotao Yin

Date

:

December 17th, 2007 (Monday)

Time

:

4:30 p.m. - 5:30 p.m.

Venue

:

Room 513

William M.W. Mong Engineering Building

(Engineering Building Complex Phase 2)

CUHK

In many problems arising in science and engineering, large data sets
are often processed to find simple solutions, those depending
ultimately upon a small number of parameters. For example, statistical
data are analyzed to extract a few features; and a long chromosome is
mapped to pin down a few expressed genes. As the correct solutions in
such problems tend to be sparse in a way, it is possible for
algorithms that pick out sparse solutions to find them from a reduced
number of measurements compared to what are usually considered
necessary.

Although there are many computational techniques exploiting data
sparsity, the problems we study have sparse solutions rather than
sparse data. To solve such problems efficiently, solution sparsity
must be carefully studied and skillfully taken advantages of by the
algorithms. In this talk, we review recent algorithms for finding
sparse solutions including first-order, Bregman iterative, and
non-convex methods from multiple groups of researchers. Numerical
difficulties arising in these methods are discussed.

Wotao Yin received the B.S. in mathematics from Nanjing University in
2001, and M.S. and Ph.D. in operations research from Columbia
Univesity in 2003 and 2006, respectively. Since 2006, he has been with
the faculty of Rice University, the Department of Computational and
Applied Mathematics, in Houston, Texas, the United States.

Dr. Yin\'s research interests include convex and combinatorial
optimization, inverse problems, and variational image processing. He
is also interested in the applications of optimization in signal
processing, imaging, computer vision, and computer graphics.

Host

:

Prof. So Man-Cho, Anthony

Tel

:

(852) 2609 8477

Email

:

manchoso@se.cuhk.edu.hk

Enquiries

:

Prof. Nan Chen or Prof. Sean X. Zhou

:

Department of Systems Engineering and Engineering Management

CUHK

Website

:

http://www.se.cuhk.edu.hk/~seg5810

Email

:

seg5810@se.cuhk.edu.hk