FORBES: Forward-Backward Envelope Solver for convex nonsmooth optimization

Panos Patrinos

Wednesday, May 13, 2015, 10:00 - 12:00

Room 01-014, Georges-Köhler Allee 103, Freiburg 79110, Germany

Demo by Panos Patrinos Joint work with Lorenzo Stella

This is a tutorial session where we introduce FORBES, a generic solver for convex nonsmooth optimization problems. The solver is implemented in MATLAB and contains a suite of new, efficient and scalable algorithms suitable for parallel computations. We will show how one can formulate and solve problems that arise in a great variety of application fields, ranging from control and system identification to machine learning and image analysis.