Moreau's Proximity Operator: From Unilateral Mechanics to Data Science
Time and place
1 PM on Tuesday, November 17th, 2015;
Patrick L. Combettes (Université Pierre et Marie Curie - Paris 6)
Abstract
The notion of best approximation plays a central role in mathematical analysis. In 1962, motivated by problems in unilateral mechanics, Jean Jacques Moreau introduced a functional extension of best approximation operators which he called proximity operators. These operators have become central tools in the modeling and the numerical solution of various problems in data science. In this talk, an overview of proximity operators will be provided and new results on proximal splitting algorithms for big data problems will be presented. Concrete applications will be discussed, as well as open conjectures and mathematical challenges in the field.
