This is an old revision of the document!
Table of Contents
Optimization Reading Group
This student-run reading group meets weekly to discuss methods and applications of optimization.
References
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.
Schedule
Fall 2017
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
- 11/14: Speaker Needed (Alternate room TBD because 3240 occupied by Qual Exam)
- 11/21: Mikhail
- 11/28: David W.
- 12/5: Speaker Needed
- 12/12: (Finals Week)
Spring 2017
For Spring 2017, the seminar is held on Fridays from 3:10-4:00p in MSB 3240.
** Dates:**
- 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
- 6/8: David W: Practice qual
Previous Quarters
** Winter 2017:**
- 1/19: Roundtable talks
- 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
- 3/10 (3p): Yiqun: Hastie, Tibshirani & Wainwright Statistical Learning with sparsity
- 3/16: Mikhail: Multi-Objective Optimization Using Evolutionary Algorithms
<HTML><!– THE FOLLOWING IS SAVED FOR POSTERITY
Fall 2016
For Fall 2016, the seminar will be held Tuesdays from 3-4 in MSB 3240.
** Dates:**
- 10/11: Rob
- 10/18: Julio
- 10/25: SIAM Colloquium
- 11/1: David W.
- 11/8: Chang
- 11/15: David W.
- 11/22: Julio
- 11/29: Ji
–!></HTML>