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

  • Date: 12/10/2015
  • Time: 12:30
Lecturer(s):
Robert M. Freund, MIT
Location: 

University of British Columbia

Topic: 

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

Description: 

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.

Other Information: 

Location: ESB 4133