BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Ben Adcock (Simon Fraser University) DTSTART:20230126T233000Z DTEND:20230127T003000Z DTSTAMP:20260513T201629Z UID:SFUOR/8 DESCRIPTION:Title: Re starts Subject to Approximate Sharpness: a Parameter-free and Optimal Sche me for Accelerating First-order Methods\nby Ben Adcock (Simon Fraser U niversity) as part of PIMS-CORDS SFU Operations Research Seminar\n\nLectur e held in ASB 10908.\n\nAbstract\nSharpness is a generic assumption in con tinuous optimization that bounds the distance to the set of minimizers in terms of the suboptimality in the objective function. It leads to the ac celeration of first-order optimization methods via so-called restarts. How ever\, sharpness involves problem-specific constants that are typically u nknown\, and previous restart schemes often result in reduced convergence rates. Such schemes are also challenging to apply in the presence of nois e or approximate model classes (e.g.\, in compressed sensing or machine l earning problems). In this talk\, we introduce the notion of approximate sharpness\, a generalization of sharpness that incorporates an unknown co nstant perturbation to the objective function error. By employing a new ty pe of search over the unknown constants\, we then describe a restart sche me that applies to general first-order methods. Our scheme maintains the same convergence rate as when assuming knowledge of the constants. Moreov er\, for broad classes of problems\, it gives rates of convergence which e ither match known optimal rates or improve on previously established rate s. Finally\, we demonstrate the practical efficacy of this scheme on appl ications including sparse recovery\, compressive imaging and feature sele ction in machine learning.\n\nThis is joint work with Matthew J. Colbrook (Cambridge) and Maksym Neyra-Nesterenko (SFU). The corresponding paper ca n be found here: https://arxiv.org/abs/2301.02268\n LOCATION:https://researchseminars.org/talk/SFUOR/8/ END:VEVENT END:VCALENDAR