Talk Title: Recent Developments on Optimization Algorithms for Convex and Nonconvex Optimization

Speaker: Yinyu Ye

Meeting Link: https://gatech.zoom.us/j/99381428980

Abstract: In this talk, I will describe a few recent progresses on solving convex and nonconvex optimization problems from my research group. They include an ADMM-based interior-point method for solving conic linear programs; a semidefinite programming approach to compute the optimal diagonal precondition of linear systems; and a dimension-reduced trust-region method for nonconvex optimization. I also present their theoretical analyses and various numerical results in Data Science and Machine/Deep Learning which show the promising performances of our developments.

Bio: Yinyu Ye is the Kwoh-Ting Li Professor in the School of Engineering at the Department of Management Science and Engineering and Institute of Computational and Mathematical Engineering, Stanford University. He received the B.S. degree in System Engineering from the Huazhong University of Science and Technology, China, and the M.S. and Ph.D. degrees in Engineering-Economic Systems and Operations Research from Stanford University. Ye’s research interests lie in the areas of optimization, complexity theory, algorithm design and analysis, and applications of mathematical programming, operations research and system engineering. He is also interested in developing optimization software for various real-world applications. Ye is an INFORMS (The Institute for Operations Research and The Management Science) Fellow, and has received several research awards including the winner of the 2014 SIAG/Optimization Prize awarded every three years to the author(s) of the most outstanding paper, the inaugural 2012 ISMP Tseng Lectureship Prize for outstanding contribution to continuous optimization, the 2009 John von Neumann Theory Prize for fundamental sustained contributions to theory in Operations Research and the Management Sciences, the inaugural 2006 Farkas prize on Optimization, and the 2009 IBM Faculty Award. He has supervised numerous doctoral students at Stanford who received the 2015 and 2013 Second Prize of INFORMS Nicholson Student Paper Competition, the 2013 INFORMS Computing Society Prize, the 2008 Nicholson Prize, and the 2006 and 2010 INFORMS Optimization Prizes for Young Researchers. Ye teaches courses on Optimization, Network and Integer Programming, Semidefinite Programming, etc. He has written extensively on Interior-Point Methods, Approximation Algorithms, Conic Optimization, and their applications; and served as a consultant or technical board member to a variety of industries, including MOSEK.