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TZOFFSETFROM:-0600
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TZNAME:CDT
DTSTART:20210314T080000
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DTSTART:20211107T070000
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BEGIN:VEVENT
DTSTART;TZID=America/Chicago:20210310T123000
DTEND;TZID=America/Chicago:20210310T133000
DTSTAMP:20260516T095042
CREATED:20210202T195033Z
LAST-MODIFIED:20210308T174906Z
UID:1008-1615379400-1615383000@ifds.info
SUMMARY:SILO: Zhao Song
DESCRIPTION:Title: Faster Optimization: From linear programming to semidefinite programming \nAbstract: Many important real-life problems\, in both convex and non-convex settings\, can be solved using path-following optimization methods. The running time of optimization algorithms is typically governed by two components — the number of iterations and the cost-per-iteration. For decades\, the vast majority of research effort was dedicated to improving the number of iterations required for convergence. A recent line of work of ours shows that the cost-per-iteration can be dramatically improved using a careful combination of dynamic data structures with `robust’ variants of the optimization method. A central ingredient is the use of randomized linear algebra for dimensionality reduction (e.g.\,  linear sketching) for fast maintenance of dynamic matrix problems. This framework recently led to many breakthroughs on decade-old optimization problems. \nIn this talk\, I will present the framework underlying these breakthroughs\, focusing on faster algorithms for linear programming and semidefinite programming. We will first present how to use the above idea to speed up general LP solvers by providing an n^omega + n^{2+1/18} time algorithm. We then show how to apply similar ideas to SDP solvers by providing an n^omega + n^{2+1/4} time algorithm. For the current omega = 2.373\, we can solve LP and SDP as fast as solving linear systems. \nThis is a joint work with\nBaihe Huang (undergraduate at Peking University)\,\nShunhua Jiang\, Runzhou Tao\, Hengjie Zhang (Ph.D. at Columbia University)\,\nOmri Weinstein (Professor at Columbia University) \nLP paper    : https://arxiv.org/abs/2004.07470\nSDP paper : https://arxiv.org/abs/2101.08208 \n  \nUNTIL FURTHER NOTICE: Seminars are virtual. Sign up for the SILO email list to receive the links to each talk at https://groups.google.com/ and browse for silo
URL:https://ifds.info/event/silo-zhao-song/
LOCATION:WI
CATEGORIES:SILO
ORGANIZER;CN="Rob%20Nowak":MAILTO:rdnowak@wisc.edu
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BEGIN:VEVENT
DTSTART;TZID=America/Chicago:20210310T130000
DTEND;TZID=America/Chicago:20210310T133000
DTSTAMP:20260516T095042
CREATED:20210202T200752Z
LAST-MODIFIED:20210202T200808Z
UID:1010-1615381200-1615383000@ifds.info
SUMMARY:SILO: Yuanzhi Li
DESCRIPTION:Title: TBD \nUNTIL FURTHER NOTICE: Seminars are virtual. Sign up for the SILO email list to receive the links to each talk at https://groups.google.com/ and browse for silo
URL:https://ifds.info/event/silo-yuanzhi-li/
LOCATION:WI
CATEGORIES:SILO
ORGANIZER;CN="Rob%20Nowak":MAILTO:rdnowak@wisc.edu
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