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Directors:
Randolph E. Bank
Philip E. Gill
Michael Holst

Administrative Contact:
Jennifer Trefftzs

Office: AP&M 7409
Phone: (858)534-9056
Fax: (858)534-5273
E-mail: jtrefftzs@ucsd.edu
Scalable Computational Methods with Recent Applications

Johannes Brust
UCSD

Abstract:

For computations with many variables in optimization or solving large systems in numerical linear algebra, developing efficient methods is highly desirable. This talk introduces an approach for large-scale optimization with sparse linear equality constraints that exploits computationally efficient orthogonal projections. For approximately solving large linear systems, (randomized) sketching methods are becoming increasingly popular. By recursively augmenting a deterministic sketching matrix, we develop a method with a finite termination property that compares favorably to randomized methods. Moreover, we describe the construction of logical linear systems that can be used in e.g., COVID-19 pooling tests, and a nonlinear least-squares method that addresses large data sizes in machine learning.

Tuesday, October 12, 2021
11:00AM Zoom ID 970 1854 2148