Accelerated optimization algorithms: the good, the bad and the odd
08 Feb 2024, 12:00 — Room 322 @ DIBRIS/DIMA, Via Dodecaneso 35, Genoa
Speaker:
Juan Peypouquet — University of Groningen
Juan Peypouquet — University of Groningen
Abstract:
We give an accessible introduction to accelerated optimization algorithms. We will comment on the main ideas--including physical principles--that have led to a deeper understanding of their behavior, and produced new design strategies to further improve their numerical performance.
We give an accessible introduction to accelerated optimization algorithms. We will comment on the main ideas--including physical principles--that have led to a deeper understanding of their behavior, and produced new design strategies to further improve their numerical performance.
Bio:
Juan Peypouquet obtained his PhD from Sorbonne Université (formerly Pierre et Marie Curie - Paris VI) and the University of Chile in 2007, and his Habilitation from Sorbonne Université in 2014. He studies the convergence and complexity of first order numerical optimization methods, including accelerated variants and extensions to equilibrium and fixed point problems. He is currently the chair of Optimization at the Bernoulli Institute for Mathematics, Computer Science and Artificial Intelligence of the University of Groningen in the Netherlands. < br>
Juan Peypouquet obtained his PhD from Sorbonne Université (formerly Pierre et Marie Curie - Paris VI) and the University of Chile in 2007, and his Habilitation from Sorbonne Université in 2014. He studies the convergence and complexity of first order numerical optimization methods, including accelerated variants and extensions to equilibrium and fixed point problems. He is currently the chair of Optimization at the Bernoulli Institute for Mathematics, Computer Science and Artificial Intelligence of the University of Groningen in the Netherlands. < br>