CERMICS Colloquium

Forthcoming sessions

R. Tyrrell Rockafellar (University of Washington)

Thursday, October 25th, 9h – Salle de séminaire du CERMICS

Part I: The Role of Convex Analysis in Optimization

Optimization is a relatively new field which owes its importance to the  incredibly many practical applications that were opened up with the advent  of computers.  Interestingly, its success has required innovations even in basic mathematics because of its emphasis on inequalities instead of just equations.   One consequence has been the rising appreciation of convexity and the way it leads to forms of calculus beyond the traditional ones. This talk will provide an overview of that development.

Part II: Progressive Decoupling of Linkages in Optimization with Elicitable Convexity

A method called the Progressive Decoupling Algorithm is described for solving variational inequalities and optimization problems in which a subspace captures “linkages” that can be relaxed.  The approach is inspired by the Progressive Hedging Algorithm in convex stochastic programming and resembles the Partial Inverse Method of Spingarn, but retains more parametric flexibility than the latter.  It is able even to work when mononicity or convexity is not directly present but can be “elicited”.   The role of elicitation mimics the role of “augmentation” in Lagrangian methods of multipliers.  Applications can be made to problem decomposition and splitting.

Felix Otto (MPI Leipzig)

Tuesday, November 20th

Frank Merle (IHES et Cergy)

Thursday, January 10th

 


Past sessions

Carsten Carstensen (Humboldt-Universität zu Berlin, Germany)
Tuesday, September 4th, 14h – Salle de séminaire du CERMICS
Discontinuous Petrov-Galerkin Schemes (slides)

Bjorn Engquist (The University of Texas at Austin)
Thursday, June 7th, 15h30 – Salle de séminaire du CERMICS
Multiscale dynamical systems and parareal algorithms (slides)

Arturo Kohatsu-Higa (Ritsumeikan University)
Thursday, May 31st, 15h15 – Salle de séminaire du CERMICS
IPB pour diffusions arrêtées

Panagiotis Souganidis (The University of Chicago)
Friday, May 18th, 16h – Salle de séminaire du CERMICS
Nonlinear stochastic partial differential equations (slides)

Yann Brenier (ENS)
Monday, March 5th, 10h30 – Salle de séminaire du CERMICS
Le problème de Cauchy pour les systèmes de lois de conservation entropiques traité par minimisation convexe (slides)

Laure Saint-Raymond (ENS de Lyon)
Monday, December 18th, 14h – Salle de séminaire du CERMICS
Forçage quasi-résonnant d’ondes internes dans un domaine avec topographie
(en collaboration avec Yves Colin de Verdière)

Daniel Kuhn (EPFL)
Wednesday, October 4th, 15h30 – Salle de séminaire du CERMICS
Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations

Arnak Dalalyan (ENSAE)
Thursday, June 15th 2017, 10h
On the Exponentially Weighted Aggregate with the Laplace Prior

Mitchell Luskin (University of Minnesota)
Monday October 17th, 2016, 14h
Mathematical Modelling of Incommensurate Materials

Common seminar CERMICS/IMAGINE
Tuesday June 7th, 10h
10h : Mathieu Aubry (IMAGINE, École des Ponts ParisTech), Representing 3D models for matching and retrieving (abstract, slides),
11h : Francis Bach (Inria et ENS), Beyond stochastic gradient descent for large-scale machine learning (abstract, slides).

Emilie Kaufmann (CNRS)
Wednesday March 30th, 2016, 14h
Multi-armed bandit models: a tutorial (slides)

Hugo Touchette (National Institute for Theoretical Physics)
Monday November 30th, 2015, 14h
Théorie des grandes déviations : des mathématiques à la physique. (slides)