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СЕМИНАРЫ |
Общероссийский семинар по оптимизации им. Б.Т. Поляка
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A few constructive approaches to optimal first-order optimization methods in convex optimization A. Taylor |
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Аннотация: In this presentation, my main objective is to present a few principled approaches to the construction of optimal first-order methods for convex optimization. Those constructive approaches are primarily based on the "performance estimation framework", a computer-assisted methodology for designing worst-case analyses of first-order optimization methods, using semidefinite programming. The presentation will be example-based, and all numerical experiments are available online. It is based on joint works with great collaborators. |