Workshop II: Numerical Methods for Continuous Optimization - IPAM

Workshop II: Numerical Methods for Continuous Optimization

Part of the Long Program Modern Trends in Optimization and Its Application
October 11 - 15, 2010

Schedule

All times in this Schedule are Pacific Time (PT)

Monday, October 11, 2010

Morning Session

08:30-09:15
Check-In/Light Breakfast (Hosted by IPAM)
09:15-09:30
Welcome and Opening Remarks
09:30-10:20
Arkadi Nemirovski (Georgia Institute of Technology)
Accelerating first order methods for large-scale well-structured convex optimization
10:30-11:00
Break
11:00-11:50
Pablo Parrilo (Massachusetts Institute of Technology)
Rank/sparsity minimization and latent variable graphical model selection

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:50
Javier Pena (Carnegie-Mellon University)
A first-order algorithm with $O(\log(1/\epsilon))$ convergence for computing $\epsilon$-equilibrium of two-person zero-sum games
15:00-15:15
Break
15:15-16:05
Yinyu Ye (Stanford University)
The Simplex Method is Strongly Polynomial for the Markov Decision Process with Fixed Discount
16:15-16:30
Break
16:30-17:20
Yin Zhang (Rice University)
Recent Advances in Alternating Direction Methods: Theory and Practice
17:30-19:30
Reception and Poster Session (Hosted by IPAM)

Tuesday, October 12, 2010

Morning Session

08:30-09:30
Continental Breakfast
09:30-10:20
Yurii Nesterov (Université Catholique de Louvain)
Efficiency of Quasi-Newton Methods on Strictly Positive Functions
10:30-11:00
Break
11:00-11:50
Guanghui Lan (University of Florida)
Bundle-type methods uniformly optimal for smooth and non-smooth convex optimization

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:50
Michael Todd (Cornell University)
A Robust Optimization Result
15:00-15:15
Break
15:15-16:05
Zhaosong Lu (Simon Fraser University)
Penalty decomposition methods for rank and $L_0$-norm minimization
16:15-16:30
Break
16:30-17:20
Masakazu Kojima (Tokyo Institute of Technology)
Enclosing Ellipsoids and Elliptic Cylinders of Semialgebraic Sets and Their Application to Error Bounds in Polynomial Optimization

Wednesday, October 13, 2010

Morning Session

08:30-09:30
Continental Breakfast
09:30-10:20
Jared Tanner (University of Edinburgh)
Stochastic Geometry and Random Matrix Theory in Compressed Sensing
10:30-11:00
Break
11:00-11:50
Emmanuel Candes (Stanford University)
Templates for Convex Cone Problems with Applications to Sparse Signal Recovery

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:50
Benjamin Recht (University of Wisconsin-Madison)
The Convex Geometry of Inverse Problems
15:00-15:15
Break
15:15-16:05
Alexandre dAspremont (Princeton University)
Weak Recovery Conditions from Graph Partitioning Bounds and Order Statistics
16:15-16:30
Break
16:30-17:20
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Title not available

Thursday, October 14, 2010

Morning Session

08:30-09:30
Continental Breakfast
09:30-10:20
Frank Curtis (Lehigh University)
A Sequential Quadratic Programming Algorithm for Nonsmooth, Nonconvex Constrained Optimization
10:30-11:00
Break
11:00-11:50
Andreas Waechter (IBM Thomas J. Watson Research Center)
Large-Scale Nonlinear Optimization with Inexact Step Computations

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:50
Coralia Cartis (University of Edinburgh)
Towards Optimal Newton-Type Methods for Nonconvex Smooth Optimization
15:00-15:15
Break
15:15-16:05
Katya Scheinberg (Lehigh University)
Fast iterative shrinkage thresholding algorithm with full line search and extensions
16:15-16:30
Break
16:30-17:20
Nathan Srebro (TTI-Chicago)
More Data Less Work: Optimization from a Machine Learning Perspective

Friday, October 15, 2010

Morning Session

08:30-09:30
Continental Breakfast
09:30-10:20
Michel Baes (ETH Zürich)
Accelerating optimal black-box schemes
10:30-11:00
Break
11:00-11:50
Marc Teboulle (Tel Aviv University)
A Moving Balls Approximation Method for Smooth Constrained Minimization

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:50
Henry Wolkowicz (University of Waterloo)
Taking advantage of Degeneracy in Cone Optimization
15:00-15:15
Break
15:15-16:05
Defeng Sun (National University of Singapore)
A Majorized Penalty Approach for Calibrating Rank Constrained Correlation Matrix Problems
16:15-16:30
Break
16:30-17:20
Maryam Fazel (University of Washington)
Algorithms for Rank Minimization of Structured Matrices
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