[ACMS] Post-Modern ADMM: Linearization and Adaptivity

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[ACMS] Post-Modern ADMM: Linearization and Adaptivity

홍영준 0 316
구분 응용수학
일정 2025-10-10(금) 16:00~17:30
세미나실 온라인
강연자 Ernest Ryu (UCLA)
담당교수 홍영준
기타 응용수학

Zoom Link: https://snu-ac-kr.zoom.us/my/youngjoonhong 

The alternating direction method of multipliers (ADMM) is a classical optimization algorithm with a wide range of applications and a large user base. Although ADMM was originally developed in the 1970s, its popularity rose in the modern era of the 2010s with the advent of large-scale computing and data-driven applications. In this talk, we discuss recent post-modern advances of ADMM. We first introduce function-linearized proximal ADMM (FLiP-ADMM), where the linearization mechanism significantly broadens the target class of problems. Then, we introduce Adaptive Linearized ADMM (ALiA), where the adaptivity mechanism enhances the speed and the usability of the algorithm.

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