Scientific Computation and Applied & Industrial Mathematics Seminar: Robert M. Freund

  • Date: 12/10/2015
  • Time: 12:30
Robert M. Freund, MIT

University of British Columbia


An Extended Frank-Wolfe Method, and its Application to Low-Rank Matrix Completion


Motivated by the problem of computing low-rank matrix completion solutions, we present an extension of the Frank-Wolfe method that is designed to induce near-optimal solutions on low-dimensional faces of the feasible region. We also present computational guarantees for the method that trade off efficiency in computing near-optimal solutions with upper bounds on the dimension of minimal faces of iterates. We then present computational results for large-scale matrix completion problems that demonstrate significant speed-ups in computing low-rank near-optimal solutions.

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Location: ESB 4133