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semidefinite programming
A Storage-Optimal Convex Optimization Framework with Applications to Semidefinite Programming
Alp Yurtsever, PhD Candidate, EPFL
May 6, 12:00
-
13:00
B9 L2 H2
semidefinite programming
convex optimization
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.