“Screening” and beyond: A strategy to deal with large-scale optimization problems
by Cédric Herzet (INRIA/IRMAR - UMR 6625, France)
Euler Seminar Room (A002) -- Wednesday, 23 August 2023 at 11:00 (45 min.)
External Web page: https://people.rennes.inria.fr/Cedric.Herzet/Cedric.Herzet/Main.html
In my presentation, I will develop the concept of « safe screening », a technique to reduce the dimensionality of large-scale optimization problems that exploits the sparsity of the solutions. I will first explain the fundamental ingredients of screening and highlight some recent advances in this field. In a second part, I will present how the concept of screening can be extended by exploiting partial knowledge about the solution of the optimization problem.