Large Scale Convex Optimization

Researchers: Pontus Giselsson, Mattias Fält


Large-scale convex optimization problems appear naturally in many engineering fields such as machine learning, signal processing, image reconstruction, control, and bioinformatics. Many efficient algorithms exist that are specialized for a particular problem formulation. In this project, we are developing and analysing general purpose algorithms that can solve essentially any large-scale convex optimization problem. We are focusing on algorithm developement, theoretical algorithm analysis, as well as creation of software packages for user-friendly access to the developed methods.



Mattias Fält, Pontus Giselsson: "Optimal convergence rates for generalized alternating projections". In 56th IEEE Conference on Decision and Control, CDC, 2017, 2017.

Pontus Giselsson, Mattias Fält, Stephen P. Boyd: "Line Search for Averaged Operator Iteration". In: Proceedings of the 55th IEEE Conference on Decision and Control, 2016.

Mattias Fält, Pontus Giselsson: "Line Search for Generalized Alternating Projections". 2016.