##### Department of Mathematics,

University of California San Diego

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### Center for Computational Mathematics Seminar

## Daniel P. Robinson

#### Department of Industrial and Systems Engineering, Lehigh University, Bethlehem

## A Fast Second-order Method for Group-Sparse Optimization

##### Abstract:

I discuss an optimization framework for solving problems with group sparsity inducing regularization. Such regularizers include Lasso (L1), group Lasso, and latent group Lasso. The framework computes iterates by optimizing over small dimensional subspaces, thus keeping the cost per iteration relatively low. Theoretical convergence results and numerical tests on various learning problems will be presented.

### March 2, 2021

### 10:00 AM

### Zoom Meeting ID: 950 6794 9984

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