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Optimization and complexity

Dmitriy Drusvyatskiy
Thursday, April 20, 2017 - 4:00pm to 5:00pm
PDL C-036

Measures of problem difficulty appear throughout computational mathematics. Convex optimization has its own complexity theory. A particularly nice feature of the subject is that along with the known "hardness bounds", one can in a variety of contexts present algorithms with matching efficiency estimates. In this sense, such algorithms are optimal for the problem class. I will discuss various aspects of this subject, motivated by large-scale data science applications.

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