[Theory] REMINDER: 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>*


On Sun, Dec 1, 2019 at 5:57 PM Mary Marre <mmarre at ttic.edu> wrote:

> *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>*
>
>
> On Mon, Nov 25, 2019 at 6:07 PM Mary Marre <mmarre at ttic.edu> wrote:
>
>> *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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