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SUMMARY:Adrian Lewis (ORIE Cornell)
DTSTART:20200921T133000Z
DTEND:20200921T143000Z
DTSTAMP:20260423T021003Z
UID:OWOS/18
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/OWOS/18/">Sm
 oothness in Nonsmooth Optimization</a>\nby Adrian Lewis (ORIE Cornell) as 
 part of One World Optimization seminar\n\n\nAbstract\nFast black-box nonsm
 ooth optimization\, while theoretically out of reach in the worst case\, h
 as long been an intriguing goal in practice.  Generic concrete nonsmooth o
 bjectives are "partly" smooth:  their subdifferentials have locally smooth
  graphs with powerful constant-rank properties\, often associated with hid
 den structure in the objective.  One typical example is the proximal mappi
 ng for the matrix numerical radius\, whose output is surprisingly often a 
 "disk" matrix.  Motivated by this expectation of partial smoothness\, this
  talk describes a Newtonian black-box algorithm for general nonsmooth opti
 mization.  Local convergence is provably superlinear on a representative c
 lass of objectives\, and early numerical experience is promising more gene
 rally.\n\nJoint work with Dima Drusvyatskiy\, XY Han\, Alex Ioffe\, Jingwe
 i Liang\, Michael Overton\, Tonghua Tian\, Calvin Wylie\n\nthe address and
  password of the zoom room of the seminar are sent by e-mail on the mailin
 glist of the seminar one day before each talk\n
LOCATION:https://researchseminars.org/talk/OWOS/18/
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