Campuses:

Next Week

Monday, August 01, 2016
8:15 am - 8:45 am Coffee and registration Lind 400
8:45 am - 9:00 am Welcome and introduction Lind 305
9:00 am - 10:30 am Optimization Taxonomy and Mathematical Foundations
Stephen Wright (University of Wisconsin, Madison)
Lind 305
10:30 am - 11:00 am Break Lind 400
11:00 am - 12:30 pm First-Order Algorithms
Shuzhong Zhang (University of Minnesota, Twin Cities)
Lind 305
12:30 pm - 2:00 pm Lunch
2:00 pm - 3:30 pm Optimization: Recognizing Solutions and Algorithmic Basics
Stephen Wright (University of Wisconsin, Madison)
Lind 305
3:30 pm - 5:00 pm Problem session Lind 305
Tuesday, August 02, 2016
8:30 am - 9:00 am Coffee Lind 400
9:00 am - 10:30 am First-order Methods: Convex and Nonconvex Problems - Unconstrained, Constrained, and Regularized Problems
Stephen Wright (University of Wisconsin, Madison)
Lind 305
10:30 am - 11:00 am Break Lind 400
11:00 am - 12:30 pm Stochastic-gradient, Coordinate Descent, and Newton’s Method
Stephen Wright (University of Wisconsin, Madison)
Lind 305
12:30 pm - 2:00 pm Lunch
2:00 pm - 3:30 pm First Order Methods for Manifolds with Orthogonality Constraints and Connections to the SVD
Laura Balzano (University of Michigan)
Lind 305
3:30 pm - 5:00 pm Problem session Lind 305
Wednesday, August 03, 2016
8:30 am - 9:00 am Coffee Lind 400
9:00 am - 10:30 am Linear Programming Part I: Duality Theorem and Simplex Method
Stephen Wright (University of Wisconsin, Madison)
Lind 305
10:30 am - 10:40 am Group Photo Lind 305
10:40 am - 11:00 am Break Lind 400
11:00 am - 12:30 pm Linear Programming Part II: Interior-point Methods and Extensions to Convex Quadratic Programming and Linear Complementarity
Stephen Wright (University of Wisconsin, Madison)
Lind 305
12:30 pm - 2:00 pm Lunch
2:00 pm - 3:30 pm Semidefinite Programming
Shuzhong Zhang (University of Minnesota, Twin Cities)
Lind 305
3:30 pm - 5:00 pm Problem session Lind 305
Thursday, August 04, 2016
8:30 am - 9:00 am Coffee Lind 400
9:00 am - 10:30 am Constrained Nonlinear Optimization Theory
Stephen Wright (University of Wisconsin, Madison)
Lind 305
10:30 am - 11:00 am Break Lind 400
11:00 am - 12:30 pm Lecture
Andreas Waechter (Northwestern University)
Lind 305
12:30 pm - 2:00 pm Lunch
2:00 pm - 3:30 pm Lecture
Andreas Waechter (Northwestern University)
Lind 305
3:30 pm - 5:00 pm Problem session Lind 305
Friday, August 05, 2016
8:30 am - 9:00 am Coffee Lind 400
9:00 am - 10:30 am Optimization in Machine Learning and Data Analysis
Stephen Wright (University of Wisconsin, Madison)
Lind 305
10:30 am - 11:00 am Break Lind 400
11:00 am - 12:30 pm Zero-Order, Black-Box, Derivative-Free, and Simulation-Based Optimization
Stefan Wild (Argonne National Laboratory)
Lind 305
12:30 pm - 2:00 pm Lunch
2:00 pm - 5:00 pm Work time
5:00 pm - 7:00 pm Social event at Stub and Herb's