Venue: University of Edinburgh (Informatics Forum / JCMB)
Dear colleagues and friends,
1. Registration
… is still open for the event (fee = £45):
http://www.maths.ed.ac.uk/~prichtar/Optimization_and_Big_Data_2015/registration.html <http://www.maths.ed.ac.uk/~prichtar/Optimization_and_Big_Data_2015/registration.html>
2. Workshop Website
http://www.maths.ed.ac.uk/~prichtar/Optimization_and_Big_Data_2015 <http://www.maths.ed.ac.uk/~prichtar/Optimization_and_Big_Data_2015>
3. Invited Speakers
Coralia Cartis (Oxford)
Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
Patrick Louis Combettes (Paris 6)
Splitting techniques in the face of huge problem sizes: block-coordinate and block-iterative approaches
Jonathan Eckstein (Rutgers)
Object-parallel solution of large-scale lasso problems
Garud Iyengar (Columbia)
A distributed proximal method for composite convex optimization
Rodolphe Jenatton (Amazon Berlin)
Sparse and spurious: dictionary learning with noise and outliers
Jakub Konecny (Edinburgh)
Distributed optimization with arbitrary local solvers
Francois Glineur (Louvain)
Smooth strongly convex interpolation and exact worst-case performance of first-order methods
Donald Goldfarb (Columbia)
Low-rank matrix and tensor recovery: theory and algorithms
Robert Gower (Edinburgh)
Randomized fixed point methods for linear systems and inverting matrices
Arkadi Nemirovski (Georgia Tech) - keynote
Fenchel-type representations and large-scale problems with convex structure on difficult geometry domains
Zheng Qu (Edinburgh) - organizer
Randomized dual coordinate ascent with arbitrary sampling
Peter Richtarik (Edinburgh) - organizer
SDNA: Stochastic Dual Newton Ascent for empirical risk minimization
Katya Scheinberg (Lehigh)
Unconstrained trust region based stochastic optimization with biased and unbiased noise
Mark Schmidt (UBC)
Is greedy coordinate descent a terrible algorithm?
4. Accepted Contributions
In addition to the invited talks, there is a contributed track (spotlight talks + poster sessions) attracting a prize from Amazon (prize committee: Arkadi Nemirovski & Rodolphe Jenatton)
Jose Vidal Alcala-Burgos (Universidad Autonoma de Yucatan, Mexico)
Affine invariant stochastic optimization
Dominik Csiba <http://www.maths.ed.ac.uk/people/show?person=417> (University of Edinburgh, UK)
Stochastic dual coordinate ascent with adaptive probabilities
Kimon Fountoulakis <http://www.maths.ed.ac.uk/%7Ekfount/> (University of Edinburgh, UK)
A problem generator for big data optimization <http://www.maths.ed.ac.uk/%7Eprichtar/Optimization_and_Big_Data_2015/posters/Fountoulakis.pdf>
Gordon Inverarity <http://www.metoffice.gov.uk/research/people/gordon-inverarity> (Met Office, UK)
Data assimilation for weather forecasting <http://www.maths.ed.ac.uk/%7Eprichtar/Optimization_and_Big_Data_2015/posters/Inverarity.pdf>
Maria Koroliuk <http://www2.warwick.ac.uk/fac/cross_fac/complexity/people/students/emstudents/2013intake/> (University of Warwick, UK)
Analysis of urban traffic data <http://www.maths.ed.ac.uk/%7Eprichtar/Optimization_and_Big_Data_2015/posters/Koroliuk.pdf>
Dimitris Kouzoupis <https://www.imtek.de/laboratories/systemtheorie/mitarbeiter-en/ma_gruppiert?set_language=en> (University of Freiburg, Germany)
First-order methods in nonlinear model predictive control <http://www.maths.ed.ac.uk/%7Eprichtar/Optimization_and_Big_Data_2015/posters/Kouzoupis.pdf>
Wenting Long <http://cn.linkedin.com/in/wentinglong> (Sun Yat-sen University, China)
Fixed point algorithm based on proximity and precondition operator for high resolution image reconstruction with displacement errors <http://www.maths.ed.ac.uk/%7Eprichtar/Optimization_and_Big_Data_2015/posters/Long.pdf>
Aurelien Lucchi <http://www.da.inf.ethz.ch/people/AurelienLucchi/> (ETH Zurich, Switzerland)
Neighbourhood watch: variance reduction using nearest-neighbours <http://www.maths.ed.ac.uk/%7Eprichtar/Optimization_and_Big_Data_2015/posters/Lucchi.pdf>
Rodrigo Mendoza Smith <https://www.maths.ox.ac.uk/people/rodrigo.mendozasmith> (University of Oxford, UK)
Expander L0 decoding
Christian Mueller <https://www.simonsfoundation.org/simons-center-for-data-analysis/scda-staff/> (Simons Center for Data Analysis, USA)
Auto-tuned high-dimensional regression with the TREX: theoretical guarantees and non-convex global optimization <http://www.maths.ed.ac.uk/%7Eprichtar/Optimization_and_Big_Data_2015/posters/Mueller.pdf>
Thomas Prescott <http://sysos.eng.ox.ac.uk/control/sysos/index.php/User:Prescott> (University of Oxford, UK)
Layered synthetic biomolecular systems
Daniel Robinson <https://sites.google.com/site/danielprobinson/> (Johns Hopkins University, USA)
A hybrid ADMM algorithm
Chee-Wei Tan <http://www.cs.cityu.edu.hk/profile/cheewtan.html> (City University of Hong Kong, Hong Kong)
A probabilistic approach to rumor source detection and graph-based message passing algorithms <http://www.maths.ed.ac.uk/%7Eprichtar/Optimization_and_Big_Data_2015/posters/Tan.pdf>
Simon Tett <http://www.geos.ed.ac.uk/homes/stett2> (University of Edinburgh, UK)
Optimising parameter values in climate models: observational/model synthesis
Weiqi Zhou <http://www.jacobs-university.de/directory/wzhou> (Jacobs University, Germany)
Kaczmarz iteration with random row permutation
-----
Zheng Qu and Peter Richtarik (organizers)
University of Edinburgh
The School of Mathematics
University of Edinburgh
http://www.maths.ed.ac.uk/~richtarik
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