Search for tag: "convex"
Section 11/23/21: optimizationZoom Recording ID: 91739230861 UUID: v8lG4ne3RLytBr+lTovY4g== Meeting Time: 2021-10-27T15:17:37Z
From Madeleine Udell
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ORIE Colloquium on 9/21/2021 - Andrea Lodi: Disjunctive Cuts in Mixed-Integer Conic OptimizationZoom Recording ID: 828729415 UUID: h/sWPUB1Rz2Xvkw6ra8FWA== Meeting Time: 2021-09-21T20:13:59Z
From E. Cornelius
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Section 9/21/21: Linear algebra and gradient descentZoom Recording ID: 95071859677 UUID: nT8Aut2JRImFyH9dmksS/w== Meeting Time: 2021-09-21T18:31:09Z
From Madeleine Udell
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CAM Colloquium - Mauricio Velasco (5/7/21)Zoom Recording ID: 95217932087 UUID: ihiEbS7jTPGpQl7Z8wMPeA== Meeting Time: 2021-05-07T19:19:51Z
From Erika Fowler-Decatur
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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
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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
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ORIE Colloquium - Yilun Chen/Benjamin Grimmer (Cornell University), February 16, 2021Yilun 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
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ORIE 9000 Colloquium - Rafael Frongillo: A Unified Theory of Elicitation via Convex AnalysisElicitation 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
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ORIE Colloquium, 2015-01-26 - Damek Davis: The Design and Analysis of Large-scale Operator-splitting SchemesContinuous 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
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CAM Colloquium - Adrian Lewis: Nonsmooth optimization: conditioning, convergence, and semi-algebraic modelsVariational 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
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ORIE Colloquium on 11/18/2014 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant PreferencesAbstract: 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
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ORIE Colloquium on 10/21/ 2014 - James Renegar: Efficient First-Order Methods for Linear (and Semidefinite) ProgrammingThe 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
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ORIE Colloquium on 9/20/2012 - Stephen Boyd: Convex Optimization: From Embedded Real-Time to Large-Scale DistributedStephen 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
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