Seminar Details
2020-02-18 (14:00) : Computer-aided worst-case analyses and design of first-order optimization methods
At Euler building (room A.002)
Organized by Mathematical Engineering
Speaker :
Taylor, Adrien
Abstract :
The goal of this presentation, is to provide a high-level overview of recent computer-assisted approaches for analyzing and designing first-order optimization methods (mostly for convex optimization).
In other words, we want to illustrate how to use computer algebra software (symbolic computations) and/or numerical tools (semidefinite programming solvers) for analyzing optimization schemes.
The presentation will be example-based, as the main ingredients necessary for understanding the methodologies are already present in basic examples such as the vanilla gradient method.
For convincing the audience, we will provide other examples that include novel analyses of the Douglas-Rachford splitting, and a variant of the celebrated conjugate gradient method.