semidefinite programming

A Storage-Optimal Convex Optimization Framework with Applications to Semidefinite Programming

Alp Yurtsever, PhD Candidate, EPFL

May 6, 12:00 - 13:00

B9 L2 H2

semidefinite programming convex optimization

With the ever-growing data sizes along with the increasing complexity of the modern problem formulations, there is a recent trend where heuristic approaches with unverifiable assumptions are overtaking more rigorous, conventional optimization methods at the expense of robustness. This trend can be overturned when we exploit dimensionality reduction at the core of optimization. I contend that even the classical convex optimization did not reach yet its limits of scalability.