Search for tag: "convex analysis"
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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