[Colloquium] 12/2 TTIC Colloquium: Lorenzo Orecchia, University of Chicago

[Mary Marre]

*When:*      Monday, December 2nd at 11:00 am



*Where:*     TTIC, 6045 S. Kenwood Avenue, 5th Floor, Room 526



*Who: *       Lorenzo Orecchia, University of Chicago




*Title:        *First-Order Optimization and the Calculus of Variations

*Abstract: *We present a novel approach to analyze and design first-order
methods for convex optimization via the calculus of variations.
Specifically, we show that the continuous-time dynamics underlying these
methods arise as the unique solutions of the minimization of natural convex
functionals over the space of absolutely continuous paths from a given
starting point. While previous work has characterized these continuous-time
dynamics as critical points of certain functionals, i.e., solutions to
Euler-Lagrange equations, our work is the first to give a convex
formulation of these functionals. An interesting upshot of this work is
that the problem of designing continuous-time first-order methods for
convex optimization is itself a convex optimization problem.

No previous knowledge of the calculus of variations is necessary, as I will
introduce its basics from a TCS viewpoint within the talk.


*Host:* Madhur Tulsiani <madhurt at ttic.edu>
<madhurt at ttic.edu>


For more information on the colloquium series or to subscribe to the
mailing list, please see http://www.ttic.edu/colloquium.php




Mary C. Marre
Administrative Assistant
*Toyota Technological Institute*
*6045 S. Kenwood Avenue*
*Room 517*
*Chicago, IL  60637*
*p:(773) 834-1757*
*f: (773) 357-6970*
*mmarre at ttic.edu <mmarre at ttic.edu>*
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