{"55084":{"#nid":"55084","#data":{"type":"event","title":"Efficiency of random search methods on huge-scale optimization problems","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Efficiency of random search methods on huge-scale optimization problems\n\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u0026nbsp;\u003C\/strong\u003E Yurii Nesterov\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn this talk we describe the new methods for solving\nhuge-scale optimization problems. For problems of this\nsize, even the simplest full-dimensional vector operations\nare very expensive. Hence, we suggest to apply an\noptimization technique based on random partial update of\n\u003Cbr \/\u003Edecision variables. For these methods, we prove the global\nestimates for the rate of convergence. Surprisingly\nenough, for certain classes of objective functions, our\nresults are better than the standard worst-case bounds for\ndeterministic algorithms. We present constrained and\nunconstrained versions of the method, and its accelerated\nvariant. Our numerical test confirms a high efficiency of\nthis technique on problems of very big size.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EEfficiency of random search methods on huge-scale optimization problems\n\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Efficiency of random search methods on huge-scale optimization problems"}],"uid":"27187","created_gmt":"2010-03-24 11:10:38","changed_gmt":"2016-10-08 01:51:09","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-01T12:00:00-04:00","event_time_end":"2010-04-01T13:00:00-04:00","event_time_end_last":"2010-04-01T13:00:00-04:00","gmt_time_start":"2010-04-01 16:00:00","gmt_time_end":"2010-04-01 17:00:00","gmt_time_end_last":"2010-04-01 17:00:00","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":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}