[Ml-stat-talks] Fwd: Please Forward: ORFE Colloquium: Stephen Wright, April 18th at 4:30pm, Sherrerd Hall 101

Barbara Engelhardt bee at princeton.edu
Thu Apr 13 12:34:30 EDT 2017


DATE:  Tuesday, April 18, 2017

TIME:  4:30pm

LOCATION:  Sherrerd Hall, room 101

SPEAKER:  Stephen Wright, University of Wisconsin

TITLE:  Randomness in Coordinate Descent

ABSTRACT: Coordinate descent is a basic approach to nonlinear optimization
that has become popular again because of its relevance in data analysis.
Despite the simplicity of this approach, different variants show unexpected
behavior even on the simplest problems. Here we examine three variants of
coordinate descent, applied to convex quadratic programming, focusing on
problems in which the cyclic variant is much slower than randomized cyclic
and fully random variants. An analysis of the convergence behaviors of
these variants, is surprisingly technical, though it uses only elementary
mathematical tools. This talk will outline the results and survey related
work.

BIO: Stephen J. Wright holds the George B. Dantzig Professorship, the
Sheldon Lubar Chair, and the Amar and Balinder Sohi Professorship of
Computer Sciences at the University of Wisconsin-Madison. His research is
in computational optimization and its applications to many areas of science
and engineering. Prior to joining UW-Madison in 2001, Wright held positions
at North Carolina State University (1986-90), Argonne National Laboratory
(1990-2001), and a Professor at the University of Chicago (2000-2001). He
has served as Chair of the Mathematical Optimization Society and as a
Trustee of SIAM. He is a Fellow of SIAM. In 2014, he won the W.R.G. Baker
award from IEEE.

Wright is the author / coauthor of widely used text / reference books in
optimization including "Primal Dual Interior-Point Methods" and "Numerical
Optimization". He has published widely on optimization theory, algorithms,
software, and applications.

Wright is current editor-in-chief of the SIAM Journal on Optimization and
previously served as editor-in-chief or associate editor of Mathematical
Programming (Series A), Mathematical Programming (Series B), SIAM Review,
SIAM Journal on Scientific Computing, and several other journals and book
series.
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