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DTSTART;TZID=America/Chicago:20261006T110000
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DTSTAMP:20260830T150713Z
SUMMARY:IEMS Seminar | Variance-reduced first-order methods for constrained stochastic and finite-sum optimization | Zhaosong Lu
UID:645108@northwestern.edu
TZID:America/Chicago
DESCRIPTION:Abstract: We consider stochastic and finite-sum optimization problems with deterministic constraints. Existing methods typically focus on finding an approximate stochastic solution that ensures the expected constraint violations and optimality conditions meet a prescribed accuracy. However\, such an approximate solution can potentially lead to significant constraint violations. To address this issue\, we propose variance-reduced first-order methods that treat the objective and constraints differently. Under suitable assumptions\, our proposed methods achieve stronger approximate stochastic solutions with complexity guarantees that more reliably satisfy the constraints compared to existing methods. This is joint work with Sanyou Mei (HKUST) and Yifeng Xiao (UMN).  Bio: Zhaosong Lu is a Full Professor in the Department of Industrial and Systems Engineering at the University of Minnesota. He received his Ph.D. in Operations Research from Georgia Institute of Technology. His research focuses on the theory and algorithms of continuous optimization\, with applications in data science and machine learning. Dr. Lu has published extensively in leading journals\, and his work has been supported by major funding agencies\, including AFOSR\, NSF\, and ONR. He has served on several prize committees\, such as the INFORMS George Nicholson Prize Committee and the ICCOPT Best Paper Award Committee. He has also served as an Associate Editor for leading journals\, including Mathematics of Operations Research\, SIAM Journal on Optimization\, Computational Optimization and Applications\, and Journal of Global Optimization.\n\nMore Info: https://zhaosong-lu.github.io/
LOCATION:Technological Institute\, A230\, 2145 Sheridan Road\, Evanston\, IL 60208
TRANSP:OPAQUE
URL:https://zhaosong-lu.github.io/
CREATED:20260825T050000Z
STATUS:CONFIRMED
LAST-MODIFIED:20260826T151558Z
PRIORITY:0
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