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LANS Informal Seminar: Sven Leyffer
November 28, 2018 @ 10:30 CST
Seminar Title: Optimization for Machine Learning
Speaker: Sven Leyffer, Senior Computational Mathematician, MCS/ANL
Date/Time: 2018-11-28 10:30
Location: Bldg. 240, Rm. 4301
Description:
We review optimization methods that underpin machine-learning approaches. Our goal is to provide an overview of the connections between optimization and machine learning. We discuss the impact of nonsmooth optimization methods, splitting methods, gradient and Newton-type methods. We also examine the impact of different model formulations such as robust optimization, mixed-integer optimization, and complementarity constraints. Our goal is to highlight both the limitations and promises of optimization methodologies and formulations.