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2815. Constructive approaches to the analysis and construction of optimization algorithms
Invited abstract in session WC-32: Computer-Assisted Proofs in Optimization, stream Advances in large scale nonlinear optimization.
Wednesday, 12:30-14:00Room: 41 (building: 303A)
Authors (first author is the speaker)
| 1. | Adrien Taylor
|
| Inria/ENS |
Abstract
In this talk, I will provide a high-level overview of recent principled approaches for constructively analyzing and designing numerical optimization algorithms. The presentation will be example-based, as the main ingredients necessary for understanding the methodologies are already present in the analysis of base optimization schemes, such as gradient descent. Based on those examples, I will discuss how those techniques can be leveraged for constructing Lyapunov-based analyses and optimal convex optimization algorithms. The methodology can be accessed through easy-to-use open source packages (including PEPit: https://github.com/PerformanceEstimation/PEPit), allowing to use the framework without the modelling pain. This talk is based on joint works with great colleagues that I will introduce during the presentation.
Keywords
- Continuous Optimization
- Mathematical Programming
- Non-smooth Optimization
Status: accepted
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