RMITOpt Seminar – Matthew Tam (University of Goettingen)

  Speaker: Matthew K. Tam (University of Goettingen)

Title: Forward-Backward Splitting Without Cocoercivity

Date and Time:  Friday, March 15th, 3.00pm – 4.00pm

Location: Building 8 Level 9 Room 66 (AGR) RMIT City campus (To connect via visimeet please contact rmitopt@rmit.edu.au)

Abstract:   In this talk, I will discuss a simple modification of the forward-backward splitting method for finding a zero in the sum of two monotone operators. The modified method converges under the same assumptions as Tseng’s forward-backward-forward method, namely, it does not require cocoercivity of the single-valued operator. Moreover, each of its iterations only require one forward evaluation rather than two as is the case in Tseng’s method. Variants of the method incorporating a linesearch, an inertial term, or a structured three operator inclusion will also be discussed. Based on joint work with Yura Malitsky (University of Göttingen).

Bio:   Matthew Tam received a PhD from the University of Newcastle under the supervision of Jonathan Borwein, where he worked on iterative projection algorithms for optimisation. He then moved to the University of Göttingen (Germany) to take up a post-doctoral position with Russell Luke in the Institute for Numerical and Applied Mathematics, supported initially by DFG-RTG2088, (‘Discovering structure in complex data”) and later by a fellowship from the Alexander von Humboldt Foundation. Since 2018, he has been Junior Professor for Mathematical Optimisation also at the University of Göttingen.

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