Yurii Nesterov: Modern Theory of First-Order Methods For Convex OptimizationCCOR Minicourse organised by The Corvinus Centre for Operations Research, the Corvinus Institute for Advanced Studies (CIAS), and the Institute of Operations and Decision Sciences.
Venue: Corvinus University, Building C
- February 21. (Wednesday) 9:50-11:20 (Room C208)
- February 21. (Wednesday) 13:40-15:10 (Room C417)
- February 22. (Thursday) 9:50-11:20 (Room C104)
The Corvinus Centre for Operations Research (CCOR), the Corvinus Institute for Advanced Studies (CIAS), and the Institute of Operations and Decision Sciences invite you to the minicourse by Yurii Nesterov,
Modern Theory of First-Order Methods For Convex Optimization
Yurii Nesterov recently joined the CCOR as research professor. He received a Ph.D. degree (Applied Mathematics) in 1984 at the Institute of Control Sciences, Moscow. Since 1993, he has worked at the Center of Operations Research and Econometrics (Catholic University of Louvain, Belgium).
His research interests are related to complexity issues and efficient methods for solving various optimization problems. The main results are obtained in Convex Optimization (optimal methods for smooth problems, polynomial-time interior-point methods, smoothing technique for structural optimization, complexity theory for second-order methods, optimization methods for huge-scale problems). He is an author of 6 monographs and more than 150 refereed papers in the leading optimization journals. He got several international prizes and recognitions.
Abstract: In this minicourse, we present the most important research directions related to the development of first-order methods for Convex Optimization. We start from discussing the main elements of Complexity Theory and corresponding Optimal Methods. After that, we present the Universal Methods, which can automatically adjust to the best problem class containing a particular problem instance. Finally, we demonstrate the advantages of an appropriate use of the internal structure of the problem in order to go far beyond the upper limits for efficiency of optimization schemes prescribed by the standard Complexity Theory.
The course consists of three lectures:
- Intrinsic Complexity of Convex Optimization
- Universal First-Order Methods
- Peeking into the Black Box: Smoothing Technique
We would like to inform you that the lectures will be broadcast online. Please be aware that this broadcast will not utilize professional-grade equipment, and we appreciate your understanding that we cannot ensure the broadcast’s quality.
If you would like to join online, please send an e-mail to email@example.com by February 21, 8:00.