Opening Workshop: August 29 – September 2, 2016

Location

This workshop was held at the Hamner Conference Center in Research Triangle Park.

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 opt@samsi.info

Schedule and Supporting Media

Posters

Speaker Titles/Abstracts

Monday, August 29, 2016
Hamner Conference Center RTP

Description Speaker Slides Videos
Optimization Methods for Computational Statistics and Data Analysis Steve Wright, Wisconsin PDF
Variational Functions of Gram Matrices: Properties and Optimization Algorithms Maryam Fazel, Washington PDF
PDE Constrained Optimization with Uncertain Data Matthias Heinkenschloss, Rice PDF
A Selective Overview of High-dimensional Statistics and Optimization Hui Zou, Minnesota PDF
Sparse Multivariate Statistics with Discrete Optimization Rahul Mazumder, MIT PDF

Tuesday, August 30, 2016
Hamner Conference Center RTP

Description Speaker Slides Videos
Mathematical Challenges of Energy Systems Mihai Anitescu, Argonne PDF
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 PDF
Bayesian Inversion Applied to an Ice Sheet Flow Problem and to Power Grid Noemi Petra, UC Merced PDF
Toward more Faithful Simulations of Cascade Failures in Power Systems Jonathan Weare, Chicago PDF

Wednesday, August 31, 2016
Hamner Conference Center RTP

Description Speaker Slides Videos
Mixed-integer PDE-constrained Optimization Sven Leyffer, Argonne PDF
Highly Scalable Parallel Branch and Bound Cynthia Phillips, Sandia PDF
New Results on Optimization in Shape Manifolds Volker Schulz, Trier, Germany PDF
Coordinate Update Algorithms for Optimization Problems in Machine Learning and Signal Processing Wotao Yin, UCLA PDF
Sub-sampled Newton Methods: Uniform and Non-Uniform Sampling Fred Roosta, UC Berkeley PDF
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 PDF
Modeling and Optimization within Interacting Systems Michael Ferris, Wisconsin PDF
Distributed Algorithms for Optimization and Nash Games on Graphs Angelia Nedich, Arizona State PDF
Numerical Methods for Optimization-based Model Validation Ekaterina Kostina, Heidelberg, Germany PDF
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