Optimization and Parsimonious Modeling

January 25 - 29, 2016

Content

Overview

Poster:

W1.25-29.16_poster.pdf

Organizers:

Maryam Fazel	University of Washington
Jiawang Nie	University of California, San Diego
Pablo Parrilo	Massachusetts Institute of Technology

Parsimony has been a central concept in statistical modeling and system identification. Model complexity is often captured by rank, sparsity, or other structural indicators. For modest-size problems, it is often possible to obtain globally optimal solutions. In recent years, a rather rich mathematical framework has emerged that allows computationally efficient treatment for a variety of such large-scale problems. Key among those are compressive sensing and techniques based on convex relaxation. The theme of this workshop is to encourage interaction between researchers with statistical modeling and optimization backgrounds. Mathematical subjects that are pertinent include functional analysis, convex optimization, high-dimensional geometry, statistics and probability theory.

Schedule

Monday, January 25, 2016

8:00 am - 8:45 am	Coffee and Registration	Keller 3-176
8:45 am - 9:00 am	Welcome and Introduction	Keller 3-180
9:00 am - 9:50 am	Eigenvectors of Tensors Bernd Sturmfels (University of California, Berkeley)	Keller 3-180
9:50 am - 10:15 am	Break	Keller 3-176
10:15 am - 11:05 am	Conjugate Interior Point Method for Large-Scale Problems Aleksandr Aravkin (University of Washington)	Keller 3-180
11:05 am - 11:30 am	Break	Keller 3-176
11:30 am - 12:20 pm	Open Discussion	Keller 3-180
12:20 pm - 2:00 pm	Lunch
2:00 pm - 2:50 pm	Asynchronous Parallel Computing in Signal Processing and Machine Learning Wotao Yin (University of California, Los Angeles)	Keller 3-180
2:50 pm - 3:15 pm	Break	Keller 3-176
3:15 pm - 4:05 pm	Revisiting Nesterov’s Acceleration Sébastien Bubeck (Microsoft)	Keller 3-180
4:05 pm - 5:00 pm	Discussion	Keller 3-180
6:00 pm - 8:00 pm	Social Hour at Republic

Tuesday, January 26, 2016

8:30 am - 9:00 am	Coffee	Keller 3-176
9:00 am - 9:50 am	Applying Subgradient Methods -- and Accelerated Gradient Methods -- to Efficiently Solve General Convex, Conic Optimization Problems James Renegar (Cornell University)	Keller 3-180
9:50 am - 10:15 am	Break	Keller 3-176
10:15 am - 11:05 am	Optimal Experimental Design with Polynomial Optimization Didier Henrion (Centre National de la Recherche Scientifique (CNRS))	Keller 3-180
11:05 am - 11:15 am	Group Photo	Keller 3-180
11:15 am - 11:30 am	Break	Keller 3-176
11:30 am - 12:20 pm	Optimal Gradient Methods for Nonlinear Optimization Hongchao Zhang (Louisiana State University)	Keller 3-180
12:20 pm - 2:00 pm	Lunch
2:00 pm - 2:50 pm	Your Dreams May Come True with MTP2... Caroline Uhler (Massachusetts Institute of Technology)	Keller 3-180
2:50 pm - 3:15 pm	Break	Keller 3-176
3:15 pm - 4:05 pm	Stochastic Dynamical Modeling: Structured Matrix Completion of Partially Available Statistics Mihailo Jovanovic (University of Minnesota, Twin Cities)	Keller 3-180
4:05 pm - 6:00 pm	Poster Session and Reception	Lind 400

Wednesday, January 27, 2016

8:30 am - 9:00 am	Coffee	Keller 3-176
9:00 am - 9:50 am	Crouzeix's Conjecture Michael Overton (New York University)	Keller 3-180
9:50 am - 10:15 am	Break	Keller 3-176
10:15 am - 11:05 am	Grothendieck Constant and Structured Matrix Computations Lek-Heng Lim (University of Chicago)	Keller 3-180
11:05 am - 11:30 am	Break	Keller 3-176
11:30 am - 12:20 pm	Low-rank Matrix Completion under Monotonic Transformation Laura Balzano (University of Michigan)	Keller 3-180
12:20 pm - 2:00 pm	Lunch
2:00 pm - 2:50 pm	Level-set Methods for Convex Optimization Michael Friedlander (University of California)	Keller 3-180
2:50 pm - 3:15 pm	Break	Keller 3-176
3:15 pm - 4:05 pm	Globally Optimal and Robust k-means Clustering via Convex Optimization Rachel Ward (The University of Texas at Austin)	Keller 3-180
4:05 pm - 4:15 pm	Break	Keller 3-176
4:15 pm - 5:10 pm	Global Optimality in Matrix and Tensor Factorization, Deep Learning, and Beyond René Vidal (Johns Hopkins University)	Keller 3-180
8:00 pm - 9:00 pm	Informal Social Event

Thursday, January 28, 2016

8:30 am - 9:00 am	Coffee	Keller 3-176
9:00 am - 9:50 am	Convex Optimization & Parsimony of L_p-balls Representation Jean Lasserre (Centre National de la Recherche Scientifique (CNRS))	Keller 3-180
9:50 am - 10:15 am	Break	Keller 3-176
10:15 am - 11:05 am	Tensor Low-Rank Completion and Invariance of the Tucker Core Shuzhong Zhang (University of Minnesota, Twin Cities)	Keller 3-180
11:05 am - 11:30 am	Break	Keller 3-176
11:30 am - 12:20 pm	Dynamics-based Information Extraction: A Hybrid Systems Approach Necmiye Ozay (University of Michigan)	Keller 3-180
12:20 pm - 2:00 pm	Lunch
2:00 pm - 2:50 pm	Finding Planted Subgraphs using the Schur-Horn Relaxation Venkat Chandrasekaran (California Institute of Technology)	Keller 3-180
2:50 pm - 3:15 pm	Break	Keller 3-176
3:15 pm - 4:05 pm	Convex Geometry for Structured Signal Recovery: New Results in Super-Resolution and Total Variation Minimization Weiyu Xu (The University of Iowa)	Keller 3-180
4:05 pm - 5:00 pm	Discussion	Keller 3-180
8:00 pm - 9:00 pm	Informal Social Event

Friday, January 29, 2016

8:30 am - 9:00 am	Coffee	Keller 3-176
9:00 am - 9:50 am	Linear System Theory and Semidefinite Representations of Atomic Norms Lieven Vandenberghe (University of California, Los Angeles)	Keller 3-180
9:50 am - 10:15 am	Break	Keller 3-176
10:15 am - 11:05 am	Entropic and Displacement Interpolation of Densities: A Computational Approach Based on the Hilbert Metric Tryphon Georgiou	Keller 3-180
11:05 am - 11:30 am	Break	Keller 3-176
11:30 am - 12:30 pm	Discussion	Keller 3-180

Participants

Name	Department	Affiliation
Aleksandr Aravkin	Department of Applied Mathematics	University of Washington
Amir Asiaee Taheri	Department of Computer Science	University of Minnesota, Twin Cities
Salman Asif	Department of Electrical and Computer Engineering	Rice University
Romeo Awi	Institute of Mathematics and its Applications	University of Minnesota, Twin Cities
Laura Balzano	Department of Electrical Engineering and Computer Science	University of Michigan
Arindam Banerjee	Department of Computer Science and Engineering	University of Minnesota, Twin Cities
Quentin Berthet	Department of Pure Mathematics and Mathetical Statistics	University of Cambridge
Daniel Boley	Department of Computer Science and Engineering	University of Minnesota, Twin Cities
Sébastien Bubeck		Microsoft
Venkat Chandrasekaran		California Institute of Technology
Airlie Chapman	Aeronautics and Astronautics	University of Washington
Sheng Chen	Department of Computer Science	University of Minnesota, Twin Cities
Yongxin Chen	Department of Electrical and Computer Engineering	University of Minnesota, Twin Cities
Myung Cho	Department of Electrical and Computer Engineering	The University of Iowa
Hayoung Choi	Department of Mathematics	University of Wyoming
Konstantina Christakopoulou	Department of Computer Science	University of Minnesota, Twin Cities
Juan Cockburn	Department of Computer Engineering	Rochester Institute of Technology
Damek Davis	Department of Mathematics	University of California, Los Angeles
Robert Edman	School of Mathematics	University of Minnesota
Reza Eghbali	Department of Electrical Engineering	University of Washington
Tegan Emerson	Department of Mathematics	Colorado State University
Carlos Escobar	Research and Development	General Motors Corporation
Jinyan Fan	Department of Mathematics	Shanghai Jiaotong University
Hamza Fawzi	Electrical Engineering and Computer Science	Massachusetts Institute of Technology
Farideh Fazayeli	Department of Computer Science and Engineering	University of Minnesota, Twin Cities
Maryam Fazel	Department of Electrical Engineering	University of Washington
Carlos Fernandez-Granda		Courant Institute of Mathematical Sciences
Simon Foucart	Department of Mathematics	Texas A & M University
Shmuel Friedland	Department of Mathematics, Statistics, and Computer Science	University of Illinois, Chicago
Michael Friedlander	Department of Mathematics	University of California
Tryphon Georgiou	Department of Electrical Engineering	University of Minnesota, Twin Cities
Nathan Gibson	Department of Mathematics	Oregon State University
Christian Grussler	Department of Automatic Control	Lund University
Qilong Gu	Department of Computer Science	University of Minnesota, Twin Cities
Emily Gunawan	Department of Mathematics	University of Minnesota, Twin Cities
Rohit Gupta		University of Minnesota, Twin Cities
Zachary Hamaker	Institute for Mathematics and its Applications	University of Minnesota, Twin Cities
Scott Hansen	Department of Mathematics	Iowa State University
Kathryn Heal		Harvard University
Didier Henrion	LAAS	Centre National de la Recherche Scientifique (CNRS)
Mingyi Hong	Industrial and Manufacturing Systems Engineering	Iowa State University
Bin Hu	Department of Aerospace Engineering and Mechanics	University of Minnesota, Twin Cities
Weiwei Hu	Institute of Mathematics and its Applications	University of Minnesota, Twin Cities
Md Jahidul Islam	Department of Computer Science and Engineering	University of Minnesota, Twin Cities
Farhad Jafari	Department of Mathematics	University of Wyoming
Amin Jalali	Department of Electrical Engineering	University of Washington
Nicholas Johnson	Computer Science and Engineering	University of Minnesota, Twin Cities
Mihailo Jovanovic	Department of Electrical and Computer Engineering	University of Minnesota, Twin Cities
Jayaraman J. Thiagarajan	Center for Applied Scientific Computing (CASC)	Lawrence Livermore National Laboratory
Alex Kamenev	Department of Physics	University of Minnesota, Twin Cities
Hyosang Kang	Transdisciplinary Studies	DGIST(Daegu Gyeongbuk Institute of Science & Technology)
Abbas Kazemipour	Department of Electrical and Computer Engineering	University of Maryland
Sei Zhen Khong	Institute of Mathematics and its Applications	University of Minnesota, Twin Cities
Yoonsoo Kim	Department of Aerospace and System Engineering	Gyeongsang National University
Robert Kipka	Department of Mathematics and Statistics	Queen's University
Kaie Kubjas	Aalto Science Institute	Aalto University
Marcio Lacerda	School of Electrical and Computer Engineering	State University of Campinas (UNICAMP)
Tri Lai	Institute for Mathematics and its Applications	University of Minnesota, Twin Cities
Jean Lasserre	LAAS	Centre National de la Recherche Scientifique (CNRS)
Laurent Lessard		University of Wisconsin, Madison
Jianling Li		Guangxi University
Lek-Heng Lim	Department of Statistics	University of Chicago
Zhi-Quan Luo	Department of Electrical and Computer Engineering	University of Minnesota, Twin Cities
Ian Manchester	Department of Aerospace, Mechanical and Mechatronic Engineering	University of Sydney
Arnaud Marsiglietti	Institute for Mathematics and its Applications	University of Minnesota, Twin Cities
Gonzalo Mateos Buckstein	Department of Electrical and Computer Engineering	University of Rochester
Nikolai Matni	Department of Control and Dynamical Systems	California Institute of Technology
Biswaranjan Mohanty		University of Minnesota, Twin Cities
Yoichiro Mori	School of Mathematics	University of Minnesota, Twin Cities
Kirsten Morris	Department of Applied Mathematics	University of Waterloo
Humberto Naves	Institute for Mathematics and its Applications	University of Minnesota, Twin Cities
Deanna (Needell) Hunter	Department of Mathematics	Claremont McKenna College
Theoden Netoff	Department of Biomedical Engineering	University of Minnesota, Twin Cities
Jiawang Nie	Department of Mathematics	University of California, San Diego
Lars Petter Nilsson	Department of Electrical Engineering and Computer Science	University of Michigan
Luke Oeding	Department of Mathematics and Statistics	Auburn University
Greg Ongie	Department of Mathematics	The University of Iowa
Michael Overton	Department of Computer Science	New York University
Samet Oymak		Google Inc.
Necmiye Ozay	Department of Electrical Engineering and Computer Science	University of Michigan
Pablo Parrilo	Department of Electrical Engineering and Computer Science	Massachusetts Institute of Technology
Javier Pena	Tepper School of Business	Carnegie-Mellon University
Jianwen Peng		Chongqing Normal University
Frank Permenter	Computer Science and Artificial Intelligence Laboratory	Massachusetts Institute of Technology
Camelia Pop	School of Mathematics	University of Minnesota, Twin Cities
Guannan Qu		Harvard University
Anders Rantzer		Lund University
Saiprasad Ravishankar	Department of Electrical Engineering and Computer Science	University of Michigan
James Renegar	School of Operations Research and Information Engineering	Cornell University
Elina Robeva	Department of Mathematics	University of California, Berkeley
Michael Rotkowitz	Electrical & Computer Engineering (also ISR and AMSC)	University of Maryland
Rayan Saab	Department of Mathematics	University of California
James Saunderson	Department of Electrical Engineering	University of Washington
Geoff Schiebinger	Department of Statistics	University of California, Berkeley
Wei Shi	Coordinated Science Laboratory	University of Illinois at Urbana-Champaign
Adarsh Sivasankaran	Department of Electrical Engineering	University of Minnesota, Twin Cities
Mahdi Soltanolkotabi	Department of Electrical Engineering	University of Southern California
Panagiotis Stanitsas	Department of Computer Science and Engineering	University of Minnesota, Twin Cities
Bernd Sturmfels	Department of Mathematics	University of California, Berkeley
Chuangchuang Sun	Department of Aerospace Engineering	Iowa State University
Qiyu Sun	Department of Mathematics	University of Central Florida
Saurav Talukdar	Department of Mechanical Engineering	University of Minnesota, Twin Cities
Andrew Thaler	Institute of Mathematics and its Applications	University of Minnesota, Twin Cities
Vladimir Tonchev	Department of Mathematics	Michigan Technological University
Manolis Tsakiris	Department of Electrical and Computer Engineering	Johns Hopkins University
Caroline Uhler	IDSS / EECS Department	Massachusetts Institute of Technology
Lieven Vandenberghe	Department of Electrical Engineering	University of California, Los Angeles
Miguel Velez-Reyes	Department of Electrical and Computer Engineering	University of Texas
Michel Verhaegen	Delft Center of Systems and Control	Technische Universiteit te Delft
René Vidal	Vision, Dynamics, and Learning Lab	Johns Hopkins University
Li Wang	Department of Mathematics, Statistics, and Computer Science	University of Illinois, Chicago
Rachel Ward	Department of Mathematics	The University of Texas at Austin
Xiaofan Wu	Department of Electrical Engineering	University of Minnesota, Twin Cities
Weiyu Xu	Department of Electrical and Computer Engineering	The University of Iowa
Yangyang Xu	Institute of Mathematics and its Applications	University of Minnesota, Twin Cities
Kaoru Yamamoto		University of Minnesota, Twin Cities
Yang Yang	Department of Mathematics	The University of Iowa
Jane Ye	Mathematics and Statistics	University of Victoria
Wotao Yin	Department of Mathematics	University of California, Los Angeles
Armin Zare	Department of Electrical and Computer Engineering	University of Minnesota, Twin Cities
Dejiao Zhang	Department of Electrical Engineering and Computer Science	University of Michigan
Hongchao Zhang	Department of Mathematics	Louisiana State University
Shuzhong Zhang	Department of Industrial and Systems Engineering	University of Minnesota, Twin Cities
Xinzhen Zhang	Department of Mathematics	Tianjin University
Yu Zhang	Electrical Enginnering and Computer Science Department	University of Minnesota, Twin Cities
Zhou Zhou	Institute of Mathematics and its Applications	University of Minnesota, Twin Cities
Lori Ziegelmeier	Department of Mathematics	Macalester College