A few constructive approaches to optimal first-order optimization methods in convex optimization
Event details
| Date | 12.10.2021 |
| Hour | 16:15 › 17:15 |
| Speaker | Dr. Adrien Taylor, INRIA/ENS |
| Location | |
| Category | Conferences - Seminars |
| Event Language | English |
In this presentation, my main objective is to present a few principled approaches to the construction of optimal first-order methods for convex optimization. Those constructive approaches are primarily based on the "performance estimation framework", a computer-assisted methodology for designing worst-case analyses of first-order optimization methods, using semidefinite programming.
The presentation will be example-based, and all numerical experiments are available online. It is based on joint work with great collaborators.
Practical information
- Informed public
- Free
Organizer
- Nicolas Boumal
Contact
- Nicolas Boumal