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Operator splitting methods for large convex conic programs

Abstract:

Convex optimisation is used to solve many problems of interest in optimal control, signal processing, finance, operations research, and machine learning.

While medium-size problems can be solved efficiently by interior-point methods, modern applications often yield problems with very large dimensions. Compared to interior-point methods, operator splitting methods are computationally inexpensive, which allows them to solve much larger problems. However, they tend to converge slowly ...

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Division:
MPLS
Department:
Engineering Science
Role:
Author

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Role:
Supervisor
ORCID:
0000-0002-0456-4124
Role:
Supervisor
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford

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