BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Adrien Taylor (INRIA) DTSTART:20200601T130000Z DTEND:20200601T140000Z DTSTAMP:20260423T035033Z UID:OWOS/9 DESCRIPTION:Title: Com puter-aided worst-case analyses and design of first-order methods for conv ex optimization\nby Adrien Taylor (INRIA) as part of One World Optimiz ation seminar\n\n\nAbstract\nIn this presentation\, I want to provide a hi gh-level overview of recent approaches for analyzing and designing first-o rder methods using symbolic computations and/or semidefinite programming. A particular emphasis will be given to the "performance estimation" approa ch and some of its variants\, which enjoys comfortable tightness guarantee s: the approach fails only when the target results are impossible to prove . In particular\, it allows obtaining (tight) worst-case guarantees for fi xed-step first-order methods involving a variety of oracles - that include s explicit\, projected\, proximal\, conditional\, inexact\, or stochastic (sub)gradient steps - and a variety of convergence measures.\n\nThe presen tation will be example-based\, as the main ingredients necessary for under standing the methodologies are already present in the analysis base optimi zation schemes. For convincing the audience\, and if time allows\, we will provide other examples that include analyses of the Douglas-Rachford spli tting\, and of a variant of the celebrated conjugate gradient method in it s most naive form.\n\nThe methodology is implemented within the package "P ESTO" (for "Performance EStimation TOolbox"\, available at https://github. com/AdrienTaylor/Performance-Estimation-Toolbox)\, which allows using the framework without the SDP modelling steps.\n\nThis talk is based on joint works with great collaborators (who will be mentioned during the presentat ion).\n\nthe address and password of the zoom room of the seminar are sent by e-mail on the mailinglist of the seminar one day before each talk\n LOCATION:https://researchseminars.org/talk/OWOS/9/ END:VEVENT END:VCALENDAR