Schedule of
WORKSHOP OF OPTIMIZATION
Foundations of Computational Mathematics


24-26, June 2008, Hong Kong, China

Tuesday, June 24, 2008

HOUR
Speaker
Title
13:50-14:12 D'Aspremont Variable selection: tractable upper bounds on the restricted isometry constant
14:13-14:35 Stephen The Colourful Feasibility Problem
14:40-15:02 Yildirim Recent Progress in Core Sets
15:03-15:25 Goldfarb Bregman Iterative Algorithms for Compressed Sensing and Matrix Rank Minimization
15:30-16:00 COFFEE BREAK
16:00-16:45 Iyengar
(Semi-Plenary)
Robust Optimization in Asset Allocation
16:50-17:12 Wright Algorithms for Sparse Optimization
17:13-17:35 Todd First-Order Methods for Matrix Optimization Problems

Wednesday, June 25, 2008

HOUR
Speaker
Title
13:50-14:12 Chua T-algebras and linear optimization over symmetric cones
14:13-14:35 Lewis Metric regularity illustrated
14:40-15:02 Freund Equivalence of Complexity and Geometric Properties of the Convex Feasibility Problem,
in the Separation Oracle Model
15:03-15:25 Faybusovich Numerical experiments with universal barrier functions
15:30-16:00 COFFEE BREAK
16:00-16:22 Pena Algorithms for computing Nash equilibria of large sequential games
16:23-16:45 Ye A FPTAS for Computing a Symmetric Leontief Competitive Economy Equilibrium
16:50-17:35 Zhang
(Semi-Plenary)
Matrix Decomposition and Its Applications in Nonconvex Quadratic Optimization

Thursday, June 26, 2008

HOUR
Speaker
Title
13:50-14:12 Coleman Fast (Structured) Newton Computations
14:13-14:35 Qi A Random Global Line Search Method for The Quartic Spherical Optimization Problem
14:40-15:02 Malick Projection methods in semidefinite programming
15:03-15:25 Toh A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
15:30-16:00 COFFEE BREAK
16:00-16:22 Nocedal Analyzing the Behavior of Nonlinear Optimization Algorithms on Infeasible Problems
16:23-16:45 Renegar TBA
16:50-17:35 Toint
(Semi-Plenary)
Regularization as an alternative to lineserach and trustregions for nonlinear optimization
Workshop organizers: Raphael Hauser, Katya Scheinberg, Ya-Xiang Yuan