Continuous Optimization

This edition of the Continuous Optimization workshop aims to bring together leading experts from diverse backgrounds and career stages to discuss recent advances in the field. The program spans algorithms, theory and applications. Given the wide applicability of optimization in engineering (including machine learning as a prominent example) and the commonalities in mathematical tools used in other foundational fields (e.g., complexity theory, variational analysis, the dynamical systems view of iterative algorithms, the prevalence of various flavors of geometry and more), we expect renewed interactions with several other workshops, including Foundations of Data Science and Machine Learning, Computational Optimal Transport, Inverse Problems, Computational Algebraic Geometry, Random Matrices, Quantum Information and Quantum Algorithms, Computational Dynamics, and Numerical Linear Algebra.

Organizers

University of Vienna

Cornell University

Speakers

Semi-plenary speakers

Université Paris-Dauphine

UC San Diego

Invited speakers

University of Pennsylvania

University of British Columbia

University of Oxford

Georgia Tech

University of Vienna

University of Pennsylvania

UC Berkeley

U. of Wisconsin–Madison

Stanford University

Johns Hopkins University

Catholic University of Chile

Toulouse School of Economics

UC Louvain

Cornell University

ENS Paris

Georgia Tech

Thursday, 16.July

14:00-14:30

Yurii Nesterov (Shenzen Loop Area Institute)

Universal Complexity Bounds for Universal Gradient Methods in Nonlinear Optimization

15:00-16:00 semi-plenary talk

Dmitriy Drusvyatskiy (UC San Diego)

Gradient descent with adaptive stepsize converges (nearly) linearly under fourth-order growth

16:00-16:30 Coffee Break

16:30-17:00

Shoham Sabach (Cornell University)

t.b.a

17:00-17:30

Enis Chenchene (NATO)

Double Descent in Neyman-Pearson Detection

17:30-18:00

Samuel Vaiter (CNRS / Université Côte D’Azur)

Bilevel Optimization in Machine Learning: Successes & Pitfalls

18:00-18:30

Coralia Cartis (Oxford University)

Optimization aspects in mathematical foundations of deep learning

Friday, 17.July

14:30-15:00

Christopher Criscitiello (University of Pennsylvania, Wharton)

Smooth, globally Polyak-Łojasiewicz functions are nonlinear least-squares

16:00-16:30 Coffee Break

16:30-17:00

Abraar Chaudhry (Georgia Tech)

On Complexity of Model-Based Derivative-Free Methods

17:00-17:30

Cristobal Guzman (Pontificia Universidad Catolica De Chile)

Advances in Differentially Private Synthetic Data Generation

Saturday, 18.July

14:00-14:30

Jason Altschuler (University of Pennsylvania)

Negative Stepsizes Make Gradient-Descent-Ascent Converge

15:00-15:30

Ben Grimmer (Johns Hopkins University)

Subgame Perfect Methods for Optimization

16:00-16:30 Coffee Break

16:30-17:30 semi-plenary talk

Irène Waldspurger (CNRS, Inria)

Burer-Monteiro factorization: correctness guarantees and implementation

18:00-18:30

Santosh Vempala (Georgia Tech)

t.b.a