ISyE Seminar

Event Details
  • Date/Time:
    • Friday April 11, 2014
      3:00 pm - 4:00 pm
  • Location: Advisory Board Room 402 Groseclose
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  • Fee(s):
    N/A
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Summaries

Summary Sentence: ISyE Seminar

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TITLE: Convergent subgradient methods for nonsmooth convex minimization

SPEAKER:  Yuri Nesterov

ABSTRACT:

In this talk, we present new subgradient methods for solving nonsmooth
convex optimization problems. These methods are the first ones, for which
the whole sequence of test points is endowed with the worst-case performance
guarantees. The methods are derived from a relaxed estimating sequences
condition, and ensure reconstruction of an approximate primal-dual optimal
solutions.

Our methods are applicable as efficient real-time stabilization tools for
potential systems with infinite horizon. As an example, we consider a model
of privacy-respecting taxation, where the center has no information on the
utility functions of the agents. Nevertheless, by a proper taxation policy,
the agents can be forced to apply in average the socially optimal
strategies.  Preliminary numerical experiments confirm a high efficiency
of the new methods.

This is a joint work with V.Shikhman (CORE).

Additional Information

In Campus Calendar
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Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

Invited Audience
Undergraduate students, Faculty/Staff, Graduate students
Categories
Seminar/Lecture/Colloquium
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Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Apr 9, 2014 - 5:50am
  • Last Updated: Apr 13, 2017 - 5:22pm