Playlist: 23 videos

Fast Iterative Methods in Optimization

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...

0:42:21

Zero-order and Dynamic Sampling Methods for Nonlinear Optimization

Jorge Nocedal, Northwestern University
https://simons.berkeley.edu/talks/jorge-nocedal-10-03-17
Fast Iterative Methods in Optimization
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0:43:32

Dealing with Linear Constraints via Random Permutation

Ruoyu Sun, University of Illinois at Urbana-Champaign
https://simons.berkeley.edu/talks/ruoyu-sun-10-03-17
Fast Iterative Methods in Optimization
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0:49:28

Sketching as a Tool for Fast Algorithm Design

Alex Andoni, Columbia University
https://simons.berkeley.edu/talks/alex-andoni-10-04-17
Fast Iterative Methods in Optimization
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0:49:47

Sublinear Time Low-rank Approximation of Positive Semidefinite Matrices

David Woodruff, IBM Almaden
https://simons.berkeley.edu/talks/david-woodruff-10-04-17
Fast Iterative Methods in Optimization
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0:44:16

Hashing-based-estimators for Kernel Density in High Dimensions

Moses Charikar, Stanford University
https://simons.berkeley.edu/talks/moses-charikar-10-04-17
Fast Iterative Methods in Optimization
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0:42:5

Randomized Iterative Methods and Complexity for Markov Decision Process

Mengdi Wang, Princeton University
https://simons.berkeley.edu/talks/mengdi-wang-10-04-17
Fast Iterative Methods in Optimization
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0:48:50

Sketchy Decisions: Convex Low-Rank Matrix Optimization with Optimal Storage

Madeleine Udell, Cornell University
https://simons.berkeley.edu/talks/madeleine-udell-10-04-17
Fast Iterative Methods in Optimization
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0:51:38

Trends in Large-scale Nonconvex Optimization

Suvrit Sra, MIT
https://simons.berkeley.edu/talks/suvrit-sra-10-05-17
Fast Iterative Methods in Optimization
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0:47:37

Faster Algorithms and New Iterative Methods for Computing the Stationary Distribution

Aaron Sidford, Stanford University
https://simons.berkeley.edu/talks/aaron-sidford-10-06-17
Fast Iterative Methods in Optimization
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0:34:41

Nonconvex Optimization for High-dimensional Learning: From ReLUs to Submodular Maximization

Mahdi Soltanolkotabi, University of Southern California
https://simons.berkeley.edu/talks/mahdi-soltanolkotabi-10-05-17
Fast Iterative Methods in Optimization
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