Session II.2 - Continuous Optimization
Saturday, June 17, 14:30 ~ 15:00
Some applications of implicit function theorems from variational analysis
Tim Hoheisel
McGill University, Canada - This email address is being protected from spambots. You need JavaScript enabled to view it.
We present some applications of implicit function theorems from variational analysis to sensitivity analysis of prominent optimization problems, including the LASSO, square root LASSO or the proximal operator as a function of the proximal parameter. These are leveraged in numerical computations.
Joint work with Aaron Berk (McGill), Simone Brugiapaglia (Concordia), Michael P. Friedlander (UBC), Ariel Goodwin (Cornell).