Zev Woodstock

Postdoc, IOL Lab at TU Berlin / ZIB

A note on asynchronous Projective Splitting in Julia

  • Utkarsh Sharma
  • Kashish Goel
  • Aryan Dua
  • Sebastian Pokutta
  • Zev Woodstock
    • Categories Convex and Nonsmooth Optimization, Nonsmooth Optimization, Parallel Algorithms

    While it has been mathematically proven that Projective Splitting (PS) algorithms can converge in parallel and distributed computing settings, to-date, it appears there were no open-source implementations of the full algorithm with asynchronous computing capabilities. This note fills this gap by providing a Julia implementation of the asynchronous PS algorithm of Eckstein and Combettes for … Read more

    On a Frank-Wolfe Approach for Abs-smooth Functions

  • Timo Kreimeier
  • Sebastian Pokutta
  • Andrea Walther
  • Zev Woodstock
    • Categories Constrained Nonlinear Optimization, Nonsmooth Optimization, Other Topics Tags , , , ,

    We propose an algorithm which appears to be the first bridge between the fields of conditional gradient methods and abs-smooth optimization. Our problem setting is motivated by various applications that lead to nonsmoothness, such as $\ell_1$ regularization, phase retrieval problems, or ReLU activation in machine learning. To handle the nonsmoothness in our problem, we propose … Read more