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IEOR Seminar: Ying Cui, University of Minnesota
February 15, 2023 @ 3:00 pm – 4:30 pm
Talk Title:
Theory and Algorithms for Non(-Clarke)-Regular Optimization Problems
Abstract:
Despite the growing interest in nonconvex and nonsmooth optimization problems among the continuous optimization community, much of the current research focuses on Clarke-regular objectives and constraints. This regularity leads to favorable computational properties, but limits the practical applicability of the algorithms developed. In this talk, we will examine the prevalence of non-regular optimization problems in modern data science caused by the complex composition of nonconvex and nonsmooth functions. Emphasis will be placed on the challenges posed by non-regularity in terms of variational analysis, algorithmic design, and statistical inference, as well as our recent efforts to overcome these challenges.
Location:
1174 Etcheverry Hall or Zoom