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DTSTART:20200329T030000
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DTSTART:20191027T020000
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DTSTAMP:20200606T090857Z
UID:5e09fab260e9e057615368@ist.ac.at
DTSTART:20200226T090000
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DESCRIPTION:Speaker: Alp Yurtsever\nhosted by Marco Mondelli\nAbstract: Sem
idefinite programming is a powerful framework from convex optimization tha
t has striking potential for data science applications. Even so\, practiti
oners often critique this approach by asserting that it is impossible to s
olve semidefinite programs at the scale demanded by real-world application
s. In general\, storage and arithmetic costs prevent us from solving many
large-scale optimization problems. As a result\, there is a recent trend w
here heuristics with unverifiable assumptions are overtaking more rigorous
\, conventional optimization techniques at the expense of robustness. My r
ecent research results show that we can overturn this trend by exploiting
randomization\, dimensionality reduction and adaptivity at the core of opt
imization. In this talk\, we would like to argue that the classical convex
optimization did not reach yet its limits of scalability\, and present a
new optimization algorithm that can solve very large semidefinite programm
ing instances to moderate accuracy using limited arithmetic and minimal st
orage.
LOCATION:Mondi Seminar Room 2\, Central Building\, IST Austria
ORGANIZER:tguggenb@ist.ac.at
SUMMARY:Scalable Convex Optimization with Applications to Semidefinite Prog
ramming
URL:https://talks-calendar.app.ist.ac.at/events/2626
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