Some recent progress on second-order type optimization methods

报告人：文再文（北京大学北京国际数学研究中心研究员）
时间：2018年3月30日晚上8：20-21：00
地点：数学院207报告厅
摘要：Approaches to bridge the gap between first-order and second-order type methods are practically important. In this talk, we will review semi-smooth second-order type methods for composite convex programs and its application to solve large-scale semi-definite program problems, sub-sampled semismooth Newton method for nonsmooth composite minimization problems from large-scale machine learning, as well as an adaptive regularized Newton method for Riemannian Optimization.