We survey some developments in machine learning and data analysis,focusing on those in which optimization is an importantcomponent. Some of these have possible relevance for industrial andenergy applications, for example, constraints and covariances could be'learned' from process data rather than specified a priori. Somepossibilities along these...
Creator:
Wright, Stephen (University of Wisconsin, Madison)
Created:
2016-02-22
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
In this series of lectures on continuous optimization, we introduce the area of optimizing over spaces of continuous variables, particularly vectors and matrices of real numbers. The talks will have an algorithmic focus, developing the theory necessary to describe the algorithms and understand their fundamental properties. After describing the l...
Creator:
Wright, Stephen (University of Wisconsin, Madison)
Created:
2016-08-01
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Machine learning, computational statistics, and signal reconstructionin compressed sensing have proved to be a rich source of interestingand challenging optimization problems in recent years. In these andother fields, the optimization formulations require the computedsolution to satisfy some structural requirements (such as sparsity orlow total ...
Creator:
Wright, Stephen (University of Wisconsin, Madison)
Created:
2012-03-27
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.