Applied Mathematics Commons^™

A General Framework Of Large-Scale Convex Optimization Using Jensen Surrogates And Acceleration Techniques, Soysal Degirmenci

McKelvey School of Engineering Theses & Dissertations

In a world where data rates are growing faster than computing power, algorithmic acceleration based on developments in mathematical optimization plays a crucial role in narrowing the gap between the two. As the scale of optimization problems in many fields is getting larger, we need faster optimization methods that not only work well in theory, but also work well in practice by exploiting underlying state-of-the-art computing technology.

In this document, we introduce a unified framework of large-scale convex optimization using Jensen surrogates, an iterative optimization method that has been used in different fields since the 1970s. After this general treatment, …