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報名 | 優化大佬、威斯康星教授Stephen Wright教你優化課程

2021-06-03 16:35:42

Online Seminar on Mathematical Foundations of Data Science (Math for DS) [1]是線上的、每週舉辦的系列研討會。研討會旨在討論資料科學、機器學習、統計以及優化背後的數學原理,邀請了北美諸多知名學者進行主題演講。『運籌 OR 帷幄』和『機器之心』作為合作媒體,將在 B 站釋出往期的回放視訊。本期,受邀嘉賓將為我們帶來主題為 「The Role of Complexity Bounds in Optimization」 的演講。

Online Seminar on Mathematical Foundations of Data Science(Math4DS)是線上的、每週舉辦的系列研討會,其內容涵蓋資料科學、機器學習、統計以及優化背後的數學基礎。

此外,『運籌 OR 帷幄』公眾號平臺會及時預告研討會的最新訊息,敬請關注!

Math for DS 第四十五期線上直播預告

主題:The Role of Complexity Bounds in Optimization

嘉賓:Stephen Wright, University of Wisconsin, Madison

時間:北京時間 6 月 4 日 23:00

zoom地址:https://psu.zoom.us/s/95512102924

主題介紹:

Complexity analysis in optimization seeks upper bounds on the amount of work required to find approximate solutions of problems in a given class with a given algorithm, and also lower bounds, usually in the form of a worst-case example from a given problem class as regards the work required by a particular class of algorithms. The relationship between theoretical complexity bounds and practical performance of algorithms on 「typical」 problems varies widely across problem and algorithm classes, and relative interest among researchers between these two aspects of algorithm design and analysis has waxed and waned over the years. This talk surveys complexity analysis and its relationship to practice in optimization, with an emphasis on linear programming and convex and nonconvex nonlinear optimization, providing historical (and cultural) perspectives on research in these areas.

嘉賓介紹:

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 the University of Chicago (2000-01). He has served as Chair of the Mathematical Optimization Society, and Trustee of SIAM. He is also a Fellow of SIAM. In 2014, he won the W.R.G. Baker award from IEEE. Wright is the author and 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 variously 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.s.

嘉賓頁面:

如何觀看 B 站錄播?

受北美教授的時間限制,Math4DS 每期研討會時間大多設定在美東時間的下午,即北京時間的凌晨。這對於國內的觀眾非常不友好,但是『運籌 OR 帷幄』也在 B 站提供了每期的錄播,錯過直播的小夥伴和想要回顧的小夥伴可以在前往 B 站觀看,小編也會在第一時間上傳最新的研討會視訊。

B 站官方號:運籌 OR 帷幄 (https://space.bilibili.com/403058474)

研討會主辦方簡介

組織者:Ethan X. Fang, Niao He, Junwei Lu, Zhaoran Wang, Zhuoran Yang, Tuo Zhao

贊助方:

參考文獻:[1] https://sites.google.com/view/seminarmathdatascience/home

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