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dc.contributor.advisor Yin, Wotao
dc.creatorPeng, Zhimin
dc.date.accessioned 2014-10-08T14:57:12Z
dc.date.available 2014-10-08T14:57:12Z
dc.date.created 2013-12
dc.date.issued 2013-08-27
dc.date.submitted December 2013
dc.identifier.citation Peng, Zhimin. "Parallel Sparse Optimization." (2013) Master’s Thesis, Rice University. https://hdl.handle.net/1911/77447.
dc.identifier.urihttps://hdl.handle.net/1911/77447
dc.description.abstract This thesis proposes parallel and distributed algorithms for solving very largescale sparse optimization problems on computer clusters and clouds. Many modern applications problems from compressive sensing, machine learning and signal and image processing involve large-scale data and can be modeled as sparse optimization problems. Those problems are in such a large-scale that they can no longer be processed on single workstations running single-threaded computing approaches. Moving to parallel/distributed/cloud computing becomes a viable option. I propose two approaches for solving these problems. The first approach is the distributed implementations of a class of efficient proximal linear methods for solving convex optimization problems by taking advantages of the separability of the terms in the objective. The second approach is a parallel greedy coordinate descent method (GRock), which greedily choose several entries to update in parallel in each iteration. I establish the convergence of GRock and explain why it often performs exceptionally well for sparse optimization. Extensive numerical results on a computer cluster and Amazon EC2 demonstrate the efficiency and elasticity of my algorithms.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.subjectSparse optimization
Parallel computing
Distributed computing
Prox-linear methods
Grock
Applied MathSparse optimization
Parallel computing
Distributed computing
Prox-linear methods
Grock
Applied MathSparse optimization
Parallel computing
Distributed computing
Prox-linear methods
Grock
Applied MathSparse optimization
Parallel computing
Distributed computing
Prox-linear methods
Grock
Applied MathSparse optimization
Parallel computing
Distributed computing
Prox-linear methods
Grock
Applied MathSparse optimization
Parallel computing
Distributed computing
Prox-linear methods
Grock
Applied Math
dc.title Parallel Sparse Optimization
dc.contributor.committeeMember Zhang, Yin
dc.contributor.committeeMember Baraniuk, Richard G.
dc.date.updated 2014-10-08T14:57:12Z
dc.type.genre Thesis
dc.type.material Text
thesis.degree.department Computational and Applied Mathematics
thesis.degree.discipline Engineering
thesis.degree.grantor Rice University
thesis.degree.level Masters
thesis.degree.name Master of Arts


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