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IDEAS/STAT Optimization Seminar: “Stochastic-Gradient-based Algorithms for Solving Nonconvex Constrained Optimization Problems”
IDEAS/STAT Optimization Seminar: “Stochastic-Gradient-based Algorithms for Solving Nonconvex Constrained Optimization Problems”
Zoom link: https://upenn.zoom.us/j/98220304722 Abstract I will present recent work by my research group on the design and analysis of stochastic-gradient-based algorithms for solving nonconvex constrained optimization problems, which may arise, for example, in informed supervised learning. I will focus in particular on algorithmic strategies that have consistently been shown to exhibit the best practical […]