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SUMMARY:Boris Mordukhovich (Wayne State University)
DTSTART:20210201T143000Z
DTEND:20210201T153000Z
DTSTAMP:20260423T021012Z
UID:OWOS/33
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/OWOS/33/">Ge
 neralized Newton Algorithms For Nonsmooth Systems With Applications To Las
 so</a>\nby Boris Mordukhovich (Wayne State University) as part of One Worl
 d Optimization seminar\n\n\nAbstract\nWe propose and develop several gener
 alized Newton-type algorithms to solve nonsmooth optimization problems and
  subgradient systems that are based on constructions and results of (mainl
 y second-order) variational analysis and generalized differentiation. Solv
 ability of these algorithms is proved in rather broad settings\, and then 
 verifiable conditions for their local and global superlinear convergence a
 re obtained. A special attention is paid to problems of convex composite o
 ptimization for which a generalized damped Newton algorithm exhibiting glo
 bal superlinear convergence is designed. The efficiency of the latter algo
 rithm is demonstrated by solving a class of Lasso problems that are well-r
 ecognized in applications to machine learning and statistics. For this cla
 ss of nonsmooth optimization problems\, we conduct numerical experiments a
 nd compare the obtained results with those achieved by using other first-o
 rder and second-order methods.\n\nThis talk is based on recent joint works
  with P. D. Khanh (HCMUE)\, V. T. Phat (WSU)\, M. E. Sarabi (Miami Univ.)\
 , and D. B. Tran (WSU).\n\nThe address and password of the zoom room of th
 e seminar are sent by e-mail on the mailinglist of the seminar one day bef
 ore each talk\n
LOCATION:https://researchseminars.org/talk/OWOS/33/
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