Talk Title Benefits of Randomization in First Order Algorithms for Min-Max Optimization Abstract Modern data science applications require solving high dimensional optimization problems with large number of data points. Min-max optimization provides a unified framework for many problems in this context ranging from empirical risk minimization and distributionally robust optimization in machine learning to medical…

Talk Title Optimal Rationing of Pooled Resources with Individual Service-Level Constraints Abstract Resource pooling is a fundamental concept in supply chain management for reducing and hedging uncertainty. An important problem in resource pooling is to decide (1) the capacity level of pooled resources in anticipation of random demand of multiple customers and (2) how the…

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,…