Organizing Committee | Scientific Overview

Application/Registration | Contact Us

Steven Wright, Chair (University of Wisconsin-Madison, Computer Science)
Don Goldfarb (Columbia University, IEOR)
Renato Monteiro (Georgia Institute of Technology, School of Industrial and Systems Engineering)
Yurii Nesterov (Université Catholique de Louvain)
Michael Overton (New York University)
Kim Toh (National University of Singapore)

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The field of optimization has recently been challenged by applications that require structured, approximate solutions, rather than the exact solutions that are the traditional goal of optimization algorithms. Instances of structure include sparsity of the solution vector (as occurs in compressed sensing and support vector machines), low matrix rank (as required in matrix completion, distance matrix estimation, kernel regularization), and low total variation, as needed in image processing applications. Structured solutions can be obtained in some cases by modifying the optimization formulation, for example by adding regularization terms and additional constraints. The algorithms that are appropriate to solve these modified formulations may be quite different from those that work for the original formulations. This happens in part because the regularization terms frequently introduce nonsmoothness, and because highly accurate solutions (even of the regularized formulation) may not be needed by the application. Add to these factors the large size of such applications and the frequent need to solve them in real time, and we have a significant challenge to current optimization methodology.

This workshop brings together experts on techniques that are currently being used (or that could potentially be used) to solve sparse/structured problems and other problem classes of recent interest. We mention in particular techniques for conic optimization formulations (which have applications also in robust optimization), fast gradient and subgradient methods, stochastic approximation techniques, and semismooth Newton and other methods that use second-order information. The workshop will also involve nonlinear programming researchers, with a view to making tighter connections between recent research in that area and the emerging paradigms discussed above.

This workshop will include a poster session; a request for posters will be sent to registered participants in advance of the workshop.

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Application/Registration

An application/registration form is available at:

The application part is for people requesting financial support to attend the workshop. If you don't intend to do this, you may simply register. We urge you to apply as early as possible. Applications received by August 16, 2010 will receive fullest consideration. Letters of reference may be sent to the address or email address below. Successful applicants will be notified as soon as funding decisions are made.

We have funding especially to support the attendance of recent PhD's, graduate students, and researchers in the early stages of their career; however, mathematicians and scientists at all levels who are interested in this area are encouraged to apply for funding. Encouraging the careers of women and minority mathematicians and scientists is an important component of IPAM's mission and we welcome their applications.

Contact Us:

Institute for Pure and Applied Mathematics (IPAM)
Attn: OPWS2
460 Portola Plaza
Los Angeles CA 90095-7121
Phone: 310 825-4755
Fax: 310 825-4756
Email:
Website: http://www.ipam.ucla.edu/programs/opws2/

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