Search for tag: "convex"

Section 11/23/21: optimization

Zoom Recording ID: 91739230861 UUID: v8lG4ne3RLytBr+lTovY4g== Meeting Time: 2021-10-27T15:17:37Z

From  Madeleine Udell 18 plays

ORIE Colloquium on 9/21/2021 - Andrea Lodi: Disjunctive Cuts in Mixed-Integer Conic Optimization

Zoom Recording ID: 828729415 UUID: h/sWPUB1Rz2Xvkw6ra8FWA== Meeting Time: 2021-09-21T20:13:59Z

From  E. Cornelius 6 plays

Section 9/21/21: Linear algebra and gradient descent

Zoom Recording ID: 95071859677 UUID: nT8Aut2JRImFyH9dmksS/w== Meeting Time: 2021-09-21T18:31:09Z

From  Madeleine Udell 106 plays

CAM Colloquium - Mauricio Velasco (5/7/21)

Zoom Recording ID: 95217932087 UUID: ihiEbS7jTPGpQl7Z8wMPeA== Meeting Time: 2021-05-07T19:19:51Z

From  Erika Fowler-Decatur 9 plays

ORIE Colloquium: Alexandre d'Aspremont, May 4, 2021

"Sparsity, Feature Selection and the Shapley Folkman Theorem” The Shapley Folkman theorem acts a central limit theorem for convexity: It shows that Minkowski sums of arbitrary…

From  Henry Lam 3 plays

ORIE Colloquium: Jelena Diakonikolas (UW-Madison), April 27, 2021

“Structure in Min-Max Optimization (and How to Use It!)” Min-max optimization problems have received significant recent renewed interest, due to their applications in machine…

From  Henry Lam 32 plays

ORIE Colloquium - Yilun Chen/Benjamin Grimmer (Cornell University), February 16, 2021

Yilun ChenTitle: Beating the curse of dimensionality in data-driven online decision-making Abstract: Data-driven online decision-making tasks arise frequently in various practical settings…

From  Henry Lam 12 plays

ORIE Colloquium on 2/3/2015 - Shipra Agrawal: Optimization and Learning for Sequential Decision Making Under Uncertainty

From  E. Cornelius 6 plays

ORIE 9000 Colloquium - Rafael Frongillo: A Unified Theory of Elicitation via Convex Analysis

Elicitation is the study of mechanisms which incentivize the truthful reporting of private information from self-minded agents. In this talk I will present a general theory of elicitation grounded in…

From  E. Cornelius 3 plays

ORIE Colloquium, 2015-01-26 - Damek Davis: The Design and Analysis of Large-scale Operator-splitting Schemes

Continuous optimization is a key component of modern data analysis. Recently, the demands of extremely large-scale applications have shifted the focus from high cost, high accuracy methods to low…

From  E. Cornelius 91 plays

CAM Colloquium - Adrian Lewis: Nonsmooth optimization: conditioning, convergence, and semi-algebraic models

Variational analysis has come of age. Long an elegant theoretical toolkit for variational mathematics and nonsmooth optimization, it now increasingly underpins the study of algorithms, and a rich…

From  E. Cornelius 61 plays

ORIE Colloquium on 11/18/2014 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant Preferences

Abstract: A general discrete-time framework for deriving equilibrium prices of financial assets is proposed. It allows for heterogenous agents, unspanned random endowments and convex trading…

From  E. Cornelius 58 plays

ORIE Colloquium on 10/21/ 2014 - James Renegar: Efficient First-Order Methods for Linear (and Semidefinite) Programming

The study of first-order methods has largely dominated research in continuous optimization for the last decade, yet still the range of problems for which optimal first-order methods have been…

From  E. Cornelius 51 plays

ORIE Colloquium on 9/20/2012 - Stephen Boyd: Convex Optimization: From Embedded Real-Time to Large-Scale Distributed

Stephen Boyd (Stanford University) - Convex Optimization: From Embedded Real-Time to Large-Scale Distributed Thursday, September 20, 2012 at 3:00pm Upson Hall, B17 Convex optimization has emerged…

From  E. Cornelius 70 plays