{"289381":{"#nid":"289381","#data":{"type":"event","title":"ISyE Seminar","body":[{"value":"\u003Cp\u003ETITLE: Convergent subgradient methods for nonsmooth convex minimization\u003C\/p\u003E\u003Cp\u003ESPEAKER:\u0026nbsp; Yuri Nesterov\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EIn this talk, we present new subgradient methods for solving nonsmooth \u003Cbr \/\u003Econvex optimization problems. These methods are the first ones, for which \u003Cbr \/\u003Ethe whole sequence of test points is endowed with the worst-case performance \u003Cbr \/\u003Eguarantees. The methods are derived from a relaxed estimating sequences \u003Cbr \/\u003Econdition, and ensure reconstruction of an approximate primal-dual optimal \u003Cbr \/\u003Esolutions. \u003Cbr \/\u003E \u003Cbr \/\u003EOur methods are applicable as efficient real-time stabilization tools for \u003Cbr \/\u003Epotential systems with infinite horizon. As an example, we consider a model \u003Cbr \/\u003Eof privacy-respecting taxation, where the center has no information on the \u003Cbr \/\u003Eutility functions of the agents. Nevertheless, by a proper taxation policy, \u003Cbr \/\u003Ethe agents can be forced to apply in average the socially optimal \u003Cbr \/\u003Estrategies.\u0026nbsp; Preliminary numerical experiments confirm a high efficiency \u003Cbr \/\u003Eof the new methods. \u003Cbr \/\u003E \u003Cbr \/\u003EThis is a joint work with V.Shikhman (CORE).\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"ISyE Seminar"}],"uid":"27187","created_gmt":"2014-04-09 09:50:35","changed_gmt":"2017-04-13 21:22:44","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2014-04-11T16:00:00-04:00","event_time_end":"2014-04-11T17:00:00-04:00","event_time_end_last":"2014-04-11T17:00:00-04:00","gmt_time_start":"2014-04-11 20:00:00","gmt_time_end":"2014-04-11 21:00:00","gmt_time_end_last":"2014-04-11 21:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[{"id":"78751","name":"Undergraduate students"},{"id":"78761","name":"Faculty\/Staff"},{"id":"174045","name":"Graduate students"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}