Summer School: August 8-12, 2016

Location

This summer school was held at the Hamner Conference Center in Research Triangle Park, NC.

Description

The Summer School will introduce graduate students and early-career researchers in the Mathematical and Statistical Sciences to the mathematical and statistical approaches in Optimization, and their applications.

Each day will be devoted to a specific topic. Topics under consideration include: E/M & M/M algorithms; statistical and mathematical inverse problems; optimization under uncertainty; convex and semidefinite optimization; robust optimization, sparse regression, and stochastic gradient descent; mixed integer, linear & nonlinear optimization; and PDE-constrained optimization. Applications to be considered include: machine learning; image & signal processing; and compressed sensing.

Questions: email opt@samsi.info

Schedule and Supporting Media

Speakers Bios Titles/Abstracts
Participants
Posters

Monday, August 8, 2016
Hamner Conference Center RTP

Description Speaker Slides Videos
Opening Remarks Ilse Ipsen, SAMSI
“Computational Methods for PDE Constrained Optimization” Volker Schulz, University of Trier
PDE Constrained Optimization vs. Nonlinear Programming Volker Schulz, University of Trier PDF
Theory on PDE Constrained Shape Optimization Volker Schulz, University of Trier PDF
PDE Constrained Optimization in HPC and Applications Volker Schulz, University of Trier PDF

Tuesday, August 9, 2016
Hamner Conference Center RTP

Description Speaker Slides Videos
“Hippylib: An Extensive Software Framework for large-Scale Detrministic and Linearized Bayesian Inverse Problems” Noemi Petra, University of California, Merced
Inverse problems and Uncertainty Quantification: Motivation and Challenges Noemi Petra, University of California, Merced PDF
Deterministic Inversion: Solution Methods (1st & 2nd Order adjoints, gradients, Hessian-applies, inexact Newton-CG) Noemi Petra, University of California, Merced PDF
Bayesian Inversion: Bayes Theorem, Prior Noise Models, Gaussian Approximations Sampling Methods Noemi Petra, University of California, Merced PDF

Wednesday, August 10, 2016
Hamner Conference Center RTP

Description Speaker Slides Videos
“EM/MM Algorithms and their Modern Applications” Hua Zhou, UCLA
Review of Nonlinear Optimization Algorithms Hua Zhou, UCLA PDF
Acceleration of EM/MM Algorithms; Parallel Computing with Julia Demonstration Hua Zhou, UCLA PDF

Thursday, August 11, 2016
Hamner Conference Center RTP

Description Speaker Slides Videos
“Optimization for Statistics and Machine Learning” Eric Chi, NCSU
Smooth Optimization Eric Chi, NCSU PDF
Non-smooth Optimization Eric Chi, NCSU PDF

Friday, August 12, 2016
Hamner Conference Center RTP

Description Speaker Slides Videos
Lagrangian Duality and KKT Conditions Eric Chi, NCSU PDF
Lagrangian Duality and KKT Conditions (continued) Eric Chi, NCSU PDF
“Bayesian Tools for Optimization” Vanja Dukic and David Bortz, University of Colorado