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 10 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 86 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 5 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 bounded…

From  Henry Lam 2 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 learning,…

From  Henry Lam 21 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 in…

From  Henry Lam 10 plays

ORIE 4580 - Lecture 5 - 0917

From  Sid Banerjee 70 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 72 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 37 plays

ORIE Colloquium, 2014-11-18 - 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 39 plays

ORIE Colloquium, 2014-10-21 - 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 47 plays

ORIE Colloquium, 2012-09-20 - Stephen Boyd (Stanford University): 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 as…

From  E. Cornelius 54 plays