What Sparsity and ℓ 1 Optimization Can Do For You

04/08/2016 - 04/08/2016
16:00 - 17:00
What Sparsity and $ℓ _1$ Optimization Can Do For You
Stanley Osher (UCLA)

Sparsity and compressive sensing have had a tremendous impact in science, technology, medicine, imaging, machine learning and now, in solving multiscale problems in applied partial differential equations, developing sparse bases for Elliptic eigenspaces and connections with viscosity solutions to Hamilton-Jacobi equations. $ℓ _1$ and related optimization solvers are a key tool in this area. The special nature of this functional allows for very fast solvers: $ℓ _1$ actually forgives and forgets errors in Bregman iterative methods. I will describe simple, fast algorithms and new applications ranging from image processing, machine learning to sparse dynamics for PDE.