Representer theorems and convex optimization

Duration: 44 mins 8 secs
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Description: Boyer, C
Monday 17th June 2019 - 15:40 to 16:30
 
Created: 2019-06-18 09:23
Collection: Approximation, sampling, and compression in high dimensional problems
Publisher: Isaac Newton Institute
Copyright: Boyer, C
Language: eng (English)
 
Abstract: We establish a general principle which states that regularizing an inverse problem with a convex function yields solutions which are convex combinations of a small number of atoms. These atoms are identified with the extreme points and elements of the extreme rays of the regularizer level sets. As a side result, we characterize the minimizers of the total gradient variation. As an ongoing work, we will also study the geometry of the total gradient variation ball. This is a joint work with Antonin Chambolle, Yohann De Castro, Vincent Duval, Frédéric de Gournay, and Pierre Weiss.
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