What Sparsity and l1 Optimization Can Do For You

Stan Osher
University of California, Los Angeles (UCLA)

Sparsity and compressive sensing have had a tremendous impact in science, technology, medicine, imaging, machine learning and now, in solving multiscale problems in applied partial differential equations, developing sparse bases for Elliptic eigenspaces and connections with viscosity solutions to Hamilton-Jacobi equations. l1 and related optimization solvers are a key tool in this area. The special nature of this functional allows for very fastsolvers: l1 actually forgives and forgets errors in Bregman iterative methods. I will describe simple, fast algorithms and new applications ranging from sparse dynamics for PDE to machine learning, both with potential applications to materials.

Presentation (PDF File)

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