A. Taylor. A few constructive approaches to optimal first-order optimization methods in cvx. opt.

Общероссийский семинар по оптимизации

26 мая 2021 г. 17:30, Москва, Онлайн

A few constructive approaches to optimal first-order optimization methods in convex optimization

A. Taylor

Аннотация: 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 works with great collaborators.

Видео A. Taylor. A few constructive approaches to optimal first-order optimization methods in cvx. opt. канала Optimization and Statistics