Adaptive non-smooth non-convex optimisation
Description
We design efficient algorithms solving large-scale optimisation tasks by exploiting the underlying structure and regularity of the problem at hand. In particular, we focus on adaptive optimisation strategies where specific algorithmic ingredients (step-sizes, growth parameters, pre-conditioners…) are estimated and/or exploited to improve effectiveness and limit user dependence.
Team
Luca Calatroni DIBRIS, Università di Genova
Collaboration with
Emmanuel Soubies CNRS, France
Nelly Pustelnik CNRS, France