{"583471":{"#nid":"583471","#data":{"type":"event","title":"DOS Seminar - William Haskell","body":[{"value":"\u003Cp\u003ETITLE: Online algorithms for constrained optimization\u003C\/p\u003E\r\n\r\n\u003Cp\u003EABSTRACT:\u003C\/p\u003E\r\n\r\n\u003Cp\u003EMuch of the literature on online optimization focuses on unconstrained minimization of objective functions with a large number of terms.\u0026nbsp; We are interested in extending this development to create online algorithms for convex optimization problems with large numbers of constraints.\u0026nbsp; We offer two approaches in this regard.\u0026nbsp; First, we combine random constraint sampling with the classical primal-dual algorithm.\u0026nbsp; Second, we combine random constraint sampling with classical penalty\/barrier methods.\u0026nbsp; We are able to give a convergence rate analysis for both approaches.\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003C\/p\u003E\r\n\r\n\u003Cp\u003EWilliam B. Haskell completed his Ph.D in operations research at the University of California Berkeley in 2011.\u0026nbsp; He is currently an assistant professor in the Department of Industrial and Systems Engineering at the National University of Singapore. His research focuses on large-scale decision-making, and he has a special interest in risk-aware sequential optimization.\u003C\/p\u003E\r\n","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"DOS Seminar - William Haskell"}],"uid":"27187","created_gmt":"2016-11-03 15:05:36","changed_gmt":"2017-04-13 21:14:04","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2016-11-10T11:00:00-05:00","event_time_end":"2016-11-10T11:00:00-05:00","event_time_end_last":"2016-11-10T11:00:00-05:00","gmt_time_start":"2016-11-10 16:00:00","gmt_time_end":"2016-11-10 16:00:00","gmt_time_end_last":"2016-11-10 16:00:00","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":"78761","name":"Faculty\/Staff"},{"id":"78771","name":"Public"},{"id":"78751","name":"Undergraduate students"},{"id":"174045","name":"Graduate students"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}