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Event Series Event Series: Special Seminar Series

Frameworks for High Dimensional Optimization

April 3, 2023 @ 2:00 pm - 3:30 pm

I present frameworks for solving extremely large, prohibitively massive optimization problems. Today, practical applications require optimization solvers to work at extreme scales, but existing solvers do not often scale as desired. I present black-box acceleration algorithms for speeding up optimization solvers, in both distributed and parallel settings. Given a huge problem, I develop dimension reduction techniques that allow the problem to be solved in a fraction of the original time, and simultaneously make the computation amenable to distributed computation. Efficient, dependable and secure distributed computing is increasingly fundamental to a wide range of core applications including distributed data centers, decentralized power grid, coordination of autonomous devices, and scheduling and routing problems.

In particular, I consider two optimization settings of interest. First, I consider packing linear programming (LP). LP solvers are fundamental to many problems in supply chain management, routing, learning and inference problems. I present a framework that speeds up linear programming solvers such as Cplex and Gurobi by an order of magnitude, while maintaining provably nearly optimal solutions. Secondly, I present a distributed algorithm that achieves an exponential reduction in message complexity compared to existing distributed methods. I present both empirical demonstrations and theoretical guarantees on the quality of the solution and the speedup provided by my methods

Details

Date:
April 3, 2023
Time:
2:00 pm - 3:30 pm
Series:
Event Category:

Organizer

HDSI General

Other

Speaker
Palma London

Venue

SDSC, The Auditorium
9836 Hopkins Dr, La Jolla
San Diego, CA United States
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