Location
This workshop was held at the Hamner Conference Center in Research Triangle Park.
Description
The Opening Workshop will start with a day of tutorials on mathematical and statistical approaches towards Optimization, and their applications. The remaining days will feature presentations, discussions, formation of research working groups, and a poster reception.
Topics under consideration include: optimization under uncertainty; convex and semidefinite optimization; robust optimization sparse regression, and stochastic gradient descent; E/M & M/M algorithms; mixed integer, linear & nonlinear optimization; PDE-constrained optimization with uncertainties; statistical inverse problems; computation of high-dimensional covariance functions; and Bayesian optimization & computational decision analysis. Applications to be considered include: machine learning; image & signal processing, and compressed sensing; energy & power grids; finance; and radio therapy optimization.
Questions: email [email protected]
Schedule and Supporting Media
Monday, August 29, 2016
Hamner Conference Center RTP
| Description | Speaker | Slides | Videos |
|---|---|---|---|
| Optimization Methods for Computational Statistics and Data Analysis | Steve Wright, Wisconsin | ||
| Variational Functions of Gram Matrices: Properties and Optimization Algorithms | Maryam Fazel, Washington | ||
| PDE Constrained Optimization with Uncertain Data | Matthias Heinkenschloss, Rice | ||
| A Selective Overview of High-dimensional Statistics and Optimization | Hui Zou, Minnesota | ||
| Sparse Multivariate Statistics with Discrete Optimization | Rahul Mazumder, MIT |
Tuesday, August 30, 2016
Hamner Conference Center RTP
| Description | Speaker | Slides | Videos |
|---|---|---|---|
| Mathematical Challenges of Energy Systems | Mihai Anitescu, Argonne | ||
| The Evolving Optimization Needs and Challenges in the Oil and Gas Industry | Amr El-Bakry, Exxon | ||
| # Numerical Optimization as Probabilistic Inference | Philipp Hennig, Tuebingen, Germany | ||
| Bayesian Inversion Applied to an Ice Sheet Flow Problem and to Power Grid | Noemi Petra, UC Merced | ||
| Toward more Faithful Simulations of Cascade Failures in Power Systems | Jonathan Weare, Chicago |
Wednesday, August 31, 2016
Hamner Conference Center RTP
| Description | Speaker | Slides | Videos |
|---|---|---|---|
| Mixed-integer PDE-constrained Optimization | Sven Leyffer, Argonne | ||
| Highly Scalable Parallel Branch and Bound | Cynthia Phillips, Sandia | ||
| New Results on Optimization in Shape Manifolds | Volker Schulz, Trier, Germany | ||
| Coordinate Update Algorithms for Optimization Problems in Machine Learning and Signal Processing | Wotao Yin, UCLA | ||
| Sub-sampled Newton Methods: Uniform and Non-Uniform Sampling | Fred Roosta, UC Berkeley | ||
|
Optimization Challenges at the National Labs
|
Sven Leyffer, Argonne; Bart Van Bloemen Waanders, Sandia; Cynthia Phillips, Sandia; Habib Najm, Sandia; Jean-Paul Watson, Sandia | Leyffer Phillips Watson |
Thursday, September 1, 2016
Hamner Conference Center RTP
| Description | Speaker | Slides | Videos |
|---|---|---|---|
|
Measure Transport and Optimization-based Samplers for Bayesian Computation
|
Youssef Marzouk, MIT | ||
| Modeling and Optimization within Interacting Systems | Michael Ferris, Wisconsin | ||
| Distributed Algorithms for Optimization and Nash Games on Graphs | Angelia Nedich, Arizona State | ||
| Numerical Methods for Optimization-based Model Validation | Ekaterina Kostina, Heidelberg, Germany | ||
| Scalability and Data Synthesis in Computational Advertising and Marketing | Jewell Thomas, MaxPoint | ||
| Working Group Formation |
Friday, September 2, 2016
SAMSI
| Description | Speaker | Slides | Videos |
|---|---|---|---|
| Probabilistic Numerics: A New Concept? | Mark Girolami, Warwick, UK | ||
| Algorithmic Regularization Paths: a new approach to variable selection | Genevera Allen, Rice | ||
| Reduced Order Models in Optimization with PDEs/SDEs | Ekkehard Sachs, U Trier |