<div dir="ltr"><div style=""><font color="#000000"><b style="font-family:arial,sans-serif">When:</b><span style="font-family:arial,sans-serif">          </span><b style="font-family:arial,sans-serif"> Friday, March 4th at <span style="background-color:rgb(255,255,0)">10:30 AM </span></b></font></div><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font color="#000000"><font style="font-family:arial,sans-serif"> </font><br><b style="font-family:arial,sans-serif">Where:</b><b style="font-family:arial,sans-serif">  </b><font style="font-family:arial,sans-serif">       Talk will be given<span style="background-color:rgb(255,255,0)"> </span></font><span style="background-color:rgb(255,255,0)"><font face="arial, sans-serif" style="font-weight:bold"><u>live, in-person</u></font><font face="verdana, sans-serif" style="font-weight:bold"> </font></span><font face="arial, sans-serif">at</font></font></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" color="#000000">                     TTIC, 6045 S. Kenwood Avenue</font></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" color="#000000">                      5th Floor, Room 530<b>              </b>   </font></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" color="#000000"> </font></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" color="#000000"><b>Virtually:</b>      via zoom: <a href="https://uchicagogroup.zoom.us/meeting/register/tJIvduChqjMiHNTEa-QzLrhMT1KJWHxWHqUh" target="_blank"><b>register in advance here</b></a> </font></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" color="#000000"> </font></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" color="#000000"><b>Who:</b><b> </b>           Mladen Kolar</font></p><table border="0" cellspacing="0" cellpadding="0" width="0" style="width:0in;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;border-collapse:collapse"><tbody><tr><td style="padding:0in"></td></tr></tbody></table><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" color="#000000"> </font></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" style="" color="#000000"><b>Title:</b><b> </b>            </font>An Adaptive Stochastic Sequential Quadratic Programming with</p>                     Differentiable Exact Augmented Lagrangians<div><br><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font color="#000000"><b>Abstract:     </b></font>In this talk, I will discuss our recent work on stochastic optimization with</p>equality constraints. We consider solving nonlinear optimization problems with<br>stochastic objective and deterministic equality constraints. We propose a<br>stochastic algorithm based on sequential quadratic programming (SQP) that uses a<br>differentiable exact augmented Lagrangian as the merit function. The design of<br>the algorithm is motivated by an old SQP method (Lucidi, 1990) developed for<br>solving deterministic problems. I will first explain how to handle  stochastic<br>objectives when the stepsizes are deterministic and prespecified. Next, I will<br>explain how to adaptively select the random stepsizes by adapting the stochastic<br>line search procedure of Paquette and Scheinberg (2020) that was developed for<br>unconstrained problems. We established the global ``almost sure" convergence for<br>the SQP method. If time permits, I will also discuss recent progress on solving<br>problems with inequality constraints.<p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" color="#000000"> </font></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><b><font face="arial, sans-serif" color="#000000">*********************************************************************************************</font></b></p><p class="MsoNormal" style="margin:0in 0in 8pt;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;line-height:15.6933px"><b><font face="arial, sans-serif" color="#000000">Presence at TTIC requires being fully vaccinated for COVID-19 or having a TTIC or UChicago-approved exemption. Masks are required in all common areas. Full visitor guidance available at <a href="http://ttic.edu/visitors" target="_blank">ttic.edu/visitors</a>.</font></b></p><p class="MsoNormal" style="margin:0in 0in 12pt;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;line-height:15.6933px"><b><font face="arial, sans-serif" color="#000000">*********************************************************************************************</font></b></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><b><i><font face="arial, sans-serif" color="#000000">Research at TTIC Seminar Series</font></i></b></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" color="#000000"> </font></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" color="#000000">TTIC is hosting a weekly seminar series presenting the research currently underway at the Institute. Every week a different TTIC faculty member will present their research.  The lectures are intended both for students seeking research topics and advisors, and for the general TTIC and University of Chicago communities interested in hearing what their colleagues are up to. </font></p><br class="gmail-Apple-interchange-newline"><div><div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><b style="background-color:rgb(255,255,255)"><font color="#3d85c6">Brandie Jones </font></b><div><div><i><b style="background-color:rgb(255,255,255)"><font color="#3d85c6">Faculty Administrative Support</font></b></i></div><div><i style="background-color:rgb(255,255,255)"><font color="#3d85c6"><br></font></i></div><div><span style="background-color:rgb(255,255,255)"><font color="#3d85c6">Toyota Technological Institute</font></span></div><div><span style="background-color:rgb(255,255,255)"><font color="#3d85c6">6045 S. Kenwood Avenue</font></span></div><div><span style="background-color:rgb(255,255,255)"><font color="#3d85c6">Chicago, IL  60637</font></span></div></div><div><span style="background-color:rgb(255,255,255)"><font color="#3d85c6"><a href="http://www.ttic.edu" target="_blank">www.ttic.edu</a> </font></span></div></div></div></div></div></div>