Summer School: August 8-12, 2016

On-line applications are now closed

Application deadline is June 8, 2016.

Location

This summer school will be 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
Printable Schedule
Participants
Posters

Monday, August 8, 2016
Hamner Conference Center RTP

Time Description Speaker Slides Videos
9:00-9:15 Opening Remarks Ilse Ipsen, SAMSI
9:00-9:15 “Computational Methods for PDE Constrained Optimization” Volker Schulz, University of Trier
9:15-10:30 PDE Constrained Optimization vs. Nonlinear Programming Volker Schulz, University of Trier PDF
10:45-12:00 Theory on PDE Constrained Shape Optimization Volker Schulz, University of Trier PDF
1:30-3:00 PDE Constrained Optimization in HPC and Applications Volker Schulz, University of Trier PDF
3:00-5:00 Hands-On Playground (Lab & Exercise) – Breakout Rooms N/A

Tuesday, August 9, 2016
Hamner Conference Center RTP

Time Description Speaker Slides Videos
8:45-9:00 “Hippylib: An Extensive Software Framework for large-Scale Detrministic and Linearized Bayesian Inverse Problems” Noemi Petra, University of California, Merced
9:00-10:30 Inverse problems and Uncertainty Quantification: Motivation and Challenges Noemi Petra, University of California, Merced PDF
10:45-12:00 Deterministic Inversion: Solution Methods (1st & 2nd Order adjoints, gradients, Hessian-applies, inexact Newton-CG) Noemi Petra, University of California, Merced PDF
1:30-3:00 Bayesian Inversion: Bayes Theorem, Prior Noise Models, Gaussian Approximations Sampling Methods Noemi Petra, University of California, Merced PDF
3:00-5:00 Lab: Solving Inverse Problems with Hippylib – Breakout Room N/A

Wednesday, August 10, 2016
Hamner Conference Center RTP

Time Description Speaker Slides Videos
8:45-9:00 “EM/MM Algorithms and their Modern Applications” Hua Zhou, UCLA
9:00-10:30 Review of Nonlinear Optimization Algorithms Hua Zhou, UCLA PDF
10:45-12:00 Lab 1 – Introduction to Julia Language N/A
1:30-3:00 Acceleration of EM/MM Algorithms; Parallel Computing with Julia Demonstration Hua Zhou, UCLA PDF
3:00-5:00 Lab 2 – Optimization in Julia (Convex & Nonlinear Programming) – Breakout Room N/A

Thursday, August 11, 2016
Hamner Conference Center RTP

Time Description Speaker Slides Videos
8:45-9:00 “Optimization for Statistics and Machine Learning” Eric Chi, NCSU
9:00-10:30 Smooth Optimization Eric Chi, NCSU PDF
10:45-12:00 Lab 1 – Breakout Room N/A
1:30-3:00 Non-smooth Optimization Eric Chi, NCSU PDF
3:00-5:00 Lab 2 – Breakout Room N/A

Friday, August 12, 2016
Hamner Conference Center RTP

Time Description Speaker Slides Videos
9:00-10:30 Lagrangian Duality and KKT Conditions Eric Chi, NCSU PDF
10:45-12:00 Lagrangian Duality and KKT Conditions (continued) Eric Chi, NCSU PDF
1:30-3:00 “Bayesian Tools for Optimization” Vanja Dukic and David Bortz, University of Colorado
3:00-5:00 Lab – Breakout Room N/A
3:00-5:00 Lab 2 – Breakout Room N/A