学术交流

Title:  Alternating Linear Minimization: Revisiting von Neumann’s alternating projections Abstract:  In 1933 von Neumann proved a beautiful result that one can compute a point in the intersection of two convex sets (under suitable assumptions) by alternating projections, i.e., successively projecting on one set and then the other. This algorithm assumes that one has access to projection operators for both sets. Here we consider the much weaker setup where we have only access to linear minimization oracles over the convex sets and present an algorithm to find a point in the intersection of tw…

Title:  Combinatorial and geometric aspects of optimization Abstract:  Worst-case constructions have helped providing a deeper understanding of how the structural properties of the input affect the computational performance of optimization algorithms. Recent examples include the construction of Allamigeon et al. for which the interior point method performs an exponential number of iterations. In a similar spirit, we investigate the following question: how close can two disjoint lattice polytopes contained in a fixed hypercube be? This question stems from various contexts where the minimal di…

“Mathematical Programming Computation” Seminar Series: Prof. Haihao Lu Organizers: Shenzhen Research Institute of Big Data (深圳市大数据研究院) Shenzhen International Center for Industrial and Applied Mathematics (深圳国际工业与应用数学中心 ) The Chinese University of Hong kong ,ShenZhen（香港中文大学深圳） School of Data Science(数据科学学院) Speaker: Prof. Haihao (Sean) Lu, University of Chicago Booth School of Business Language: English Talk title: Scale up Constrained Continuous Optimization with First-Order Methods Talk abstract:   In this talk, I will talk about the recent ongoing trend of research on new first-or…

Part II: Talk Information Biography: Shidong Jiang joined the Center for Computational Mathematics, Flatiron Institute, Simons Foundation in August 2021 as a Senior Research Scientist. Jiang was previously a Professor of Mathematical Sciences at the New Jersey Institute of Technology. His research lies in the field of numerical analysis and scientific computing with particular emphasis on fast numerical algorithms and integral equation methods for solving initial/boundary value problems for various partial differential equations. Shidong holds a Ph.D. in Mathematics from New York University…

“Mathematical Programming Computation” Seminar Series: Prof. Hans D. Mittelmann Organizers: Shenzhen Research Institute of Big Data (深圳市大数据研究院 in Chinese)                      Shenzhen International Center for Industrial and Applied Mathematics (深圳国际工业与应用数学中心 in Chinese) Speaker: Prof. Hans D. Mittelmann Language: English Talk title: Evaluating Optimization Software Talk abstract:  Since more than twenty years we have been evaluating a wide range of optimization software. This effort is far from perfect but still influential. It has been instrumental to the growth of companies and has he…

“Mathematical Programming Computation” Seminar Series: Prof. Thorsten Koch Organizers: Shenzhen Research Institute of Big Data (深圳市大数据研究院 in Chinese)                      Shenzhen International Center for Industrial and Applied Mathematics (深圳国际工业与应用数学中心 in Chinese) Speaker: Prof. Thorsten Koch Language: English Talk title: Solving Integer Programs and relatives: a mostly discrete tour through optimization Talk abstract:  In this presentation, we will provide a comprehensive overview of mathematical optimization, covering a wide range of topics that may appear distinct, but share many co…

Speaker: Prof.Deren Han   Topic: Randomized iterative methods for linear systems: Generalization and acceleration   Time & Date: on April 03 (Monday) 10:00-11:00 (Beijing Time)   Venue：DY105   Abstract: We present a new framework for the analysis and design of randomized algorithms for solving various types of linear systems, including consistent or inconsistent, full rank or rank-defificient. Our method is formulated with four randomized sampling parameters, which allows the method to cover many existing randomization algorithms within a unified framework, including the doubly st…