[Math logo] WEST COAST OPTIMIZATION MEETING: SPRING 2013

University of Washington

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Pacific Institute for the Mathematical Sciences

Department of Electrical Engineering (UW)

Department of Mathematics (UW)

UNIVERSITY OF WASHINGTON

(Printable version)

SCHEDULE

May 4, 2013, 8:00am - 4:00pm.

Smith Hall room 211

See the abstracts of invited talks.

8:00 - 8:30 Light Breakfast.

  • Morning Session Talks (8:30 - 12:00)

    • 8:30 - 8:40: Welcome

    • 8:40 - 9:20: Lieven Vandenberghe, University of California Los Angeles, Electrical Engineering
      Decomposition in semidefinite programming

    • 9:20 - 10:00: Nikhil Devanur, Microsoft Research Redmond, Theory Group
      Prior-robust algorithms for online matching

    • 10:00 - 10:20: Coffee Break

    • 10:20 - 11:00: Richard Tapia, Rice University, Computational and Applied Mathematics
      Inverse, Shifted Inverse, and Rayleigh Quotient Iteration as Newton's Method

    • 11:00 - 11:40: Zelda Zabinsky, University of Washington, Industrial Engineering
      Adaptive Random Search for Global Optimization with an Interacting Particle Algorithm

  • 11:40 - 1:30: Lunch Break

  • Afternoon Session (1:30 - 4:30)

    • 1:30 - 2:10: Aleksandr Aravkin, IBM T.J. Watson Research Center
      Piecewise linear quadratic and quadratic support functions in regularized regression, machine learning, system identification, and ESPECIALLY Kalman smoothing.

    • 2:10 - 2:50: Terry Rockafellar, University of Washington, Mathematics
      Risk and Regret in Stochastic Optimization

    • 2:50 - 3:10: Coffee Break

    • 3:10 - 3:50: Ben Taskar, University of Washington, Computer Science & Engineering
      Inference and Optimization in Determinantal Point Processes

    • 3:50 - 5:30: Discussion