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"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…


“Structure in MinMax Optimization
(and How to Use It!)”
Minmax
optimization problems have received significant recent renewed interest, due to
their applications in machine learning,…


Yilun ChenTitle: Beating the curse of dimensionality in datadriven
online decisionmaking
Abstract: Datadriven online decisionmaking tasks arise
frequently in various practical settings in…


Content Categories
Lectures Creation Date
September 17, 2020 Creator 1 First Name
Sid Creator 1 Last Name
Banerjee Creator 1 Role
Lecturer


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


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…


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


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


Stephen Boyd (Stanford University)  Convex Optimization: From Embedded RealTime to LargeScale Distributed
Thursday, September 20, 2012 at 3:00pm
Upson Hall, B17
Convex optimization has emerged as…
