convex optimization

A Storage-Optimal Convex Optimization Framework with Applications to Semidefinite Programming

-

B9 L2 H2

With the ever-growing data sizes along with the increasing complexity of the modern problem formulations, there is a recent trend where heuristic approaches with unverifiable assumptions are overtaking more rigorous, conventional optimization methods at the expense of robustness. This trend can be overturned when we exploit dimensionality reduction at the core of optimization. I contend that even the classical convex optimization did not reach yet its limits of scalability.

Additive Schwarz Methods for Convex Optimization - Theory and Applications

-

B5 L5 R5209

This talk is devoted to additive Schwarz methods for convex optimization. First, we propose an abstract framework for additive Schwarz methods for convex optimization. The framework's flexibility allows it to handle composite optimization problems and inexact local solvers. Moreover, it establishes a sharp convergence theory that agrees with the classical theory when addressing linear problems.

Grigorii Malinovskii

Ph.D. Student, Computer Science
I am a PhD student in Applied Mathematics and Computational Science at King Abdullah University of Science and Technology, advised by Prof. Peter Richtárik, working on optimization theory and its applications in Machine Learning. My hobbies include drums, fitness, martial arts, football, and basketball.

Aritra Dutta

Aritra Dutta is a Postdoctoral Research Fellow at the Extreme Computing Research Center (ECRC) in King Abdullah University of Science and Technology (KAUST), working with Professor Panagiotis Kalnis in his research group. Prior to that, he was a Postdoctoral Research Fellow in the Optimization and Machine Learning group of Professor Peter Richtárik. Education and Early Career Aritra Dutta received his bachelor degree in Mathematics (Hons.), Minor in Physics and Statistics from Presidency College in Calcutta University. He obtained a master degree in Mathematics and Computing from Indian