Optimization Reading Group

This student-run reading group meets weekly to discuss methods and applications of optimization.

Here is a list of resources which group members have recommended.

Boyd's Convex Optimization Video Lectures

Hastie, Tibshirani & Wainwright Statistical Learning with sparsity Primarily about Lasso and its generalizations from a statistical perspective.

Off the Convex Path A blog with reflections on the methods of convex optimization.

I'm a Bandit A blog on Probability, Optimization, and Statistics. The “Complexities of Optimization” course notes on this site are a great introduction to research-level optimization.

For Fall 2017, the seminar is held on Tuesdays from 1:10-2:00p in MSB 3240

Dates:

• 10/3: Organizational Meeting
• 10/10: Robert: A Stochastic Approximation Method and Slides
• 10/17: Will
• 10/24: Kirill
• 10/31: Ji
• 11/7: Yunshen
• 11/21: Mikhail
• 11/28: David W.
• 12/5: Robert (special time of 12-1 pm, in room 2240)
• 12/12: (Finals Week)

Spring 2017:

• 4/7: No seminar (SIAM regional meeting)
• 4/14: Robert: Total-Variation Penalized Density Estimation
• 4/21: Jiawei: Dual Feasible Functions for Integer Programming
• 4/28: Will: Three Excursions around Conic Duality (Relevant material: Conic Optimization and Symmetric Cones, by L. Vandenberghe)
• 5/5: Gabe Reinforcement Learning
• 5/12: No seminar (BayOpt conference)
• 5/19: David H: Graph Clustering
• 5/26: Yunshen: Constrained Eigenvalue Problems Ref 1Ref 2Ref 3Ref 4
• 6/2: Ji: Saddle points in non-convex optimization Ref 1Ref 2Ref 3
• 6/8: David W: Practice qual

Winter 2017:

• 1/19: Roundtable talks
• 1/26: Julio: Royset, Johannes O., and Roger JB Wets. "Variational Theory for Optimization under Stochastic Ambiguity." (2016).
• 2/2: David H: Park, J. and Boyd, S. "Concave Quadratic Cuts for Mixed-Integer Quadratic Problems." (2015).
• 2/9: David W: See the text by Hastie et al. Also see Website for GLMNet package.
• 2/17 (3p): Robert Douglas-Rachford Splitting in the Context of Proximal Point Algorithms
• 2/23: Ji: Rong Ge, Jason D. Lee, and Tengyu Ma. "Matrix Completion has No Spurious Local Minimum"
• 3/2: Will: Eriksson, Olsson, Kahl. "Normalized Cuts Revisited: A Reformulation for Segmentation with Linear Grouping Constraints"
• 3/10 (3p): Yiqun: Hastie, Tibshirani & Wainwright Statistical Learning with sparsity
• 3/16: Mikhail: Multi-Objective Optimization Using Evolutionary Algorithms