Abstract of the Lecture 8 [Dr. Prabhu Babu, IIT Delhi]

Title: Non-Convex Optimization for Signal Processing and Machine Learning

Abstract: In this talk, I will start discussing some of the popular nonconvex optimization techniques that are widely used in the fields of signal processing, communications and machine learning. Some of the popular techniques that I will cover include: EM, ALM, ADMM, MM, alternation-optimization, auxiliary function approach and successive convex approximation. Later in the talk, I will emphasize more on the technique of MM (majorization-minimization) and discuss some the recently solved problems using the MM approach.