Open Collections

ProxToolbox

Banff International Research Station for Mathematical Innovation and Discovery

Any casual observer of preprint servers like arXiv wil have noticed the weekly and sometimes daily appearance of new first-oder methods for structured optimization and (convex )relaxations for popular problems. Absent from this surge in new algorithmic strategies is any standard test-bed of real-world problems for trustworthy comparisons. The phase retrieval problem is one example of this sometimes absurd disconnect between proposed algorithms and the problems these routines are meant to solve. The ProxToolbox started as an effort to establish reproducibility of my numerical experiments, not only for students and other researchers, but for myself twenty years hence. It has since developed into what I hope to convince you is a platform for testing and comparing prox-based methods on data sets, both simulated and experimental, from some of the more popular applications of first order methods.

Mathematics; Operations research, mathematical programming; Operator theory; Control/optimization/operation research

video/mp4

Author affiliation: University of Goettingen

2018-03-27

Attribution-NonCommercial-NoDerivatives 4.0 International

http://hdl.handle.net/2429/64945

Unreviewed

http://creativecommons.org/licenses/by-nc-nd/4.0/