Michael Friedlander
University of British Columbia
Abstract:
Gauge functions significantly generalize the notion of a norm, and
gauge optimization is the class of problems for finding the element of
a convex set that is minimal with respect to a gauge. These
conceptually simple problems appear in a remarkable array of
applications. Their gauge structure allows for a special kind of
duality framework that may lead to new algorithmic approaches. I will
illustrate these ideas with applications in sparse signal recovery.