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DTSTART;TZID=America/Chicago:20261013T110000
DTEND;TZID=America/Chicago:20261013T120000
DTSTAMP:20261011T154332Z
SUMMARY:IEMS Seminar | Benjamin Grimmer | Optimization in the Space of Algorithms
UID:647539@northwestern.edu
TZID:America/Chicago
DESCRIPTION:Abstract: Often we want to design the best-possible algorithm for solving a given type of problem. Within modern optimization\, this means finding a strategy for where to query gradients of an objective function that ultimately leads to the best final solution given a limited computational budget. Much recent progress in optimization theory has come from viewing this algorithm design task as\, itself\, a meta-optimization problem in the space of algorithms. Surprisingly\, global optimization in this infinite-dimensional algorithm space can often be made tractable. This talk will discuss two such advances in the state-of-the-art for optimization theory: (1) Complete characterizations of sets of minimax optimal first-order methods and (2) Dynamically optimal methods that adapt as-well-as-possible at runtime in response to observed first-order information. Along the way\, classical (beautiful) ideas from convex duality\, minimax theorems\, and game theory will be key tools.     Bio: Ben Grimmer is an assistant professor of applied mathematics and statistics at Johns Hopkins University\, currently on sabbatical at MIT. Ben’s work primarily focuses on novel methods for the design and analysis of first-order methods and is supported by AFOSR and as a Sloan Fellow. This work has received best paper prizes\, including the most recent INFORMS Optimization Society's Young Researcher Prize. Some of his recent computer-assisted works have received substantial interest\, being featured in popular mathematics venues like Quanta.\n\nMore Info: https://www.ams.jhu.edu/~grimmer/
LOCATION:Technological Institute\, A230\, 2145 Sheridan Road\, Evanston\, IL 60208
TRANSP:OPAQUE
URL:https://www.ams.jhu.edu/~grimmer/
CREATED:20261008T050000Z
STATUS:CONFIRMED
LAST-MODIFIED:20261008T050000Z
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