Title: Multi-Level Accelerated Algorithm for Large-Scale Convex Composite Minimization
Speaker: Vahan Hovhannisyan
Affiliation: Department of Computing – Imperial College London
Location: Room 418 Huxley Building
Time: 4:00pm

Abstract. We propose a multi-level algorithm for solving convex composite optimization problems. Our method exploits the fact that many applications that give rise to large-scale problems can be modelled using varying degrees of fidelity. We show that it converges to a minimizer with optimal rate. Using numerical experiments we show that on large-scale computer vision problems our algorithm is several times faster than the state of the art.

About the speaker. Vahan Hovhannisyan is a PhD student in the QUADS group at Imperial College, under the supervision of Dr Panos Parpas. He received a BS in Applied Mathematics from the State Engineering University of Armenia and an MSc in Applied Mathematical (with application area in operations management) from ETH Zurich. His research interests are convex robust optimization with applications in machine learning.