Marguerite Frank - Inventor of the Frank-Wolfe Algorithm - Honorary Discussion Panel скачать в хорошем качестве

Marguerite Frank - Inventor of the Frank-Wolfe Algorithm - Honorary Discussion Panel

Nearly 60 years ago, Marguerite Frank and Philip Wolfe published a very interesting paper, while at Princeton university. The 1956 paper introduced the famous Frank-Wolfe algorithm (also known as conditional gradient), and was the very first method for general constrained convex optimization. The importance of the method can hardly be emphasized enough, as it marks a historical tipping point enabling the departure from linear programming, going to more general convex optimization. The paper is still of great significance today, as it paved the way for various currently important and broadly used optimization algorithms, in particular sparse methods in signal processing and machine learning (including matching pursuit, Lasso and related techniques). In the honorary discussion panel at the NIPS 2013 workshop, Marguerite Frank gives a personal account of the history of the paper, as well as her inspiring biography as the first woman in a newly emerging field, today called mathematical optimization. http://en.wikipedia.org/wiki/Frank%E2... Discussion panel with Marguerite Frank, at the NIPS 2013 Workshop on Greedy Algorithms, Frank-Wolfe and Friends Workshop Website: https://sites.google.com/site/nips13g...