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Frameworks for High Dimensional Optimization

Special Seminar Series
SDSC, The Auditorium 9836 Hopkins Dr, La Jolla, San Diego

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.