DOS Seminar - William Haskell

Event Details
  • Date/Time:
    • Thursday November 10, 2016
      11:00 am
  • Location: Groseclose 402
  • Phone:
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  • Fee(s):
    N/A
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Summaries

Summary Sentence: DOS Seminar - William Haskell

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TITLE: Online algorithms for constrained optimization

ABSTRACT:

Much of the literature on online optimization focuses on unconstrained minimization of objective functions with a large number of terms.  We are interested in extending this development to create online algorithms for convex optimization problems with large numbers of constraints.  We offer two approaches in this regard.  First, we combine random constraint sampling with the classical primal-dual algorithm.  Second, we combine random constraint sampling with classical penalty/barrier methods.  We are able to give a convergence rate analysis for both approaches.

 

Bio

William B. Haskell completed his Ph.D in operations research at the University of California Berkeley in 2011.  He is currently an assistant professor in the Department of Industrial and Systems Engineering at the National University of Singapore. His research focuses on large-scale decision-making, and he has a special interest in risk-aware sequential optimization.

Additional Information

In Campus Calendar
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Groups

School of Industrial and Systems Engineering (ISYE)

Invited Audience
Faculty/Staff, Public, Undergraduate students, Graduate students
Categories
Seminar/Lecture/Colloquium
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Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Nov 3, 2016 - 11:05am
  • Last Updated: Apr 13, 2017 - 5:14pm