Iterative methods have been greatly influential in continuous optimization. In fact, almost all algorithms in that field are iterative in nature. Recently, a confluence of ideas from optimization and theoretical computer science has led to breakthroughs in terms of new understanding and running time bound improvements for some of the classic iterative continuous optimization primitives. In this workshop we explore these advances as well as new directions that they have opened up. Some of the specific topics that this workshop plans to cover are: advanced first-order methods (non-smooth optimization, regularization and preconditioning), structured optimization, fast LP/SDP solvers, advances in interior point methods and fast streaming/sketching techniques. One of the key themes that will be highlighted is how combining the continuous and discrete points of view can often allow one to achieve near-optimal running time bounds.

Invited Participants

Farid Alizadeh (Rutgers University), Zeyuan Allen-Zhu (Microsoft Research), Jason Altschuler (MIT), Nima Anari (Stanford University), Alexandr Andoni (Columbia University), Kyriakos Axiotis (MIT), Nikhil Bansal (Eindhoven University of Technology), Charlie Carlson (University of Illinois Urbana Champaign), Moses Charikar (Stanford University), Ken Clarkson (IBM Almaden), Damek Davis (Cornell University), Jelena Diakonikolas (Boston University), Reza Eghbali (University of Washington), Friedrich Eisenbrand (École Polytechnique Fédérale de Lausann), Alina Ene (Boston University), Maryam Fazel (University of Washington), Sam Fiorini (Université Libre de Bruxelles), Shashwat Garg (TU Eindhoven), Ben Grimmer (Cornell University), Krystal Guo (Université Libre de Bruxelles), Swati Gupta (MIT), Moritz Hardt (UC Berkeley), Robert Hildebrand (IBM T.J. Watson Research Center), Rebecca Hoberg (University of Washington), Stefanie Jegelka (MIT), Ravi Kannan (Microsoft Research India), Samir Khuller (University of Maryland), Fatma Kılınç-Karzan (Carnegie Mellon University), Matthias Köppe (University of California, Davis), Rasmus Kyng (Yale University), Bundit Laekhanukit (Weizmann Institute of Science), Euiwoong Lee (Carnegie Mellon University), James Lee (University of Washington), Yin-Tat Lee (University of Washington), Cong Han Lim (University of Wisconsin-Madison), Tengyu Ma (Princeton University), Shiqian Ma (University of California, Davis), Aleksander Mądry (MIT), Alex Makelov (MIT), Monaldo Mastrolilli (IDSIA), Aryan Mokhtari (University of Pennsylvania), Sarah Maria Morell (EPFL), Walaa Moursi (University of British Columbia), Seffi Naor (Technion – Israel Institute of Technology), Huy Nguyen (Northeastern University), Sasho Nikolov (University of Toronto), Jorge Nocedal (Northwestern University), Lorenzo Orecchia (Boston University), Ben Recht (UC Berkeley), Jim Renegar (Cornell University), Alireza Rezaei (University of Washington), Thomas Rothvoß (University of Washington), Laura Sanità (University of Waterloo), Katya Scheinberg (Lehigh University), Andreas Schmid (Max Planck Institute, Saarbrücken), Ludwig Schmidt (MIT), Mark Schmidt (University of British Columbia), Jonah Sherman (UC Berkeley), Aaron Sidford (Stanford University), Sahil Singla (Carnegie Mellon University), Mahdi Soltanolkotabi (University of Southern California), Suvrit Sra (MIT), Ruoyu Sun (University of Illinois at Urbana-Champaign), Yue Sun (University of Washington), Ola Svensson (EPFL), Chaitanya Swamy (University of Waterloo), Kim-Chuan Toh (National University of Singapore), Matteo Tonelli (Gran Sasso Science Institute), Dimitrios Tsipras (MIT), Levent Tunçel (University of Waterloo), Madeleine Udell (Cornell University), Lieven Vandenberghe (UCLA), László Végh (London School of Economics), Soledad Villar (New York University), Cynthia Vinzant (North Carolina State University), Nisheeth Kumar Vishnoi (École Polytechnique Fédérale de Lausanne), Adrian Vladu (Boston University), David Wajc (Carnegie Mellon University), Di Wang (UC Berkeley), Mengdi Wang (Princeton University), David Williamson (Cornell University), David Woodruff (Carnegie Mellon University), Steve Wright (University of Wisconsin-Madison), Chenyang Yuan (MIT)