Speaker：Hui Zhang（National University of Defense Technology）

Time：2022-10-28, 16:00

Location：Tencent Meeting ID：375 316 794（No Password）

Abstract:

In this talk, we first review the related theories of the classical Kaczmarz method, the randomized Kaczmarz method, and the concept of Bregman metric. Then we propose the Bregman sketch-and-project Kaczmarz method by combining the skectch-and-project Kaczmarz method and Bregman metric. Weighted and quantile-based variants are also proposed. Finally, we introduce the linear convergence theory and numerical performance of the proposed algorithms.