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…

Tuesday, March 11, 2014
Time: 4:15 p.m.
Location: 253 Rhodes Hall
Abstract: Community detection in networks is a key exploratory tool with applications ranging from identifying protein complexes in…

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…

ORIE Colloquium: Marie Chazal (Université libre de Bruxelles) - Option Pricing in a One-Dimensional Affine Term Structure Model Via Spectral Representations
Tuesday, April 23, 2013 at…

Tridiagonal matrices appear almost everywhere (like 2nd order differential operators).This talk grew out of four very different applications: 1. (positive definite) Completion to maximum…