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  • May
    1

    IEMS Seminar: Nonsmooth, Nonconvex Optimization: Algorithms and Examples

    Department of Industrial Engineering and Management Sciences

    11:00 AM M228, Technological Institute

    EVENT DETAILS

    Michael Overton, Ph.D.
    NYU

    Nonsmooth, Nonconvex Optimization: Algorithms and Examples

    Abstract: In many applications one wishes to minimize an objective function that is not convex and is not differentiable at its minimizers. We discuss two algorithms for minimization of general nonsmooth, nonconvex functions. Gradient Sampling is a simple method that, although computationally intensive, has a nice convergence theory. The method is robust and the convergence theory has been extended to constrained problems. BFGS is a well known method, developed for smooth problems, but which is remarkably effective for nonsmooth problems too. Although our theoretical results in the nonsmooth case are quite limited, we have made some remarkable empirical observations and have had broad success in applications. Limited Memory BFGS is a popular extension for large problems, and it is also applicable to the nonsmooth case, although our experience with it is more mixed. Throughout the talk we illustrate the ideas through examples, some very easy and some very challenging.

    Biography: Michael L. Overton is Professor of Computer Science and Mathematics at the Courant Institute of
    Mathematical Sciences, New York University. He received his Ph.D. in Computer Science from Stanford University in 1979. He is a fellow of SIAM (Society for Industrial and Applied Mathematics) and of the IMA (Institute of Mathematics and its Applications, UK). He served on the Council and Board of Trustees of SIAM from 1991 to 2005, including a term as Chair of the Board from 2004 to 2005. He served as Editor-in-Chief of SIAM Journal on Optimization from 1995 to 1999 and of the IMA Journal of Numerical Analysis from 2007 to 2008, and was the Editor-in-Chief of the MPS (Mathematical Programming Society)-SIAM joint book series from 2003 to 2007. He is an editor of SIAM Journal on Matrix Analysis and Applications, IMA Journal of Numerical Analysis, Foundations of Computational Mathematics, and Numerische Mathematik. His research interests are at the interface of optimization and linear algebra, especially nonsmooth optimization problems involving eigenvalues, pseudospectra, stability and robust control. He is author of “Numerical Computing with IEEE Floating Point Arithmetic” (SIAM, 2001).

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    TIME Tuesday, May 1, 2018 at 11:00 AM - 12:00 PM

    LOCATION M228, Technological Institute    map it

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    CONTACT Agnes Kaminski    a-kaminski@northwestern.edu EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences

  • Apr
    30

    Learning and Information Aggregation in Dynamic Games

    Department of Industrial Engineering and Management Sciences (IEMS)

    11:00 AM ITW 1.350, Ford Motor Company Engineering Design Center

    EVENT DETAILS

    TIME Tuesday, April 30, 2024 at 11:00 AM - 12:00 PM

    LOCATION ITW 1.350, Ford Motor Company Engineering Design Center    map it

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    CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

  • May
    8

    Extending Care: A Conversation about Conservation and Futurity

    Block Museum of Art

    6:00 PM Block Museum of Art, Mary and Leigh

    EVENT DETAILSmore info

    TIME Wednesday, May 8, 2024 at 6:00 PM - 7:30 PM

    LOCATION Block Museum of Art, Mary and Leigh    map it

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    CONTACT Block Museum of Art    block-museum@northwestern.edu EMAIL

    CALENDAR Block Museum of Art

  • Jun
    10

    Northwestern Engineering PhD Hooding and Master's Degree Recognition Ceremony

    McCormick School of Engineering and Applied Science

    9:00 AM Welsh-Ryan Arena

    EVENT DETAILSmore info

    TIME Monday, June 10, 2024 at 9:00 AM - 11:00 AM

    LOCATION Welsh-Ryan Arena   

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    CONTACT Amy Pokrass    amy.pokrass@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science

  • Jun
    10

    Northwestern Engineering Undergraduate Convocation

    McCormick School of Engineering and Applied Science

    2:00 PM Welsh-Ryan Arena

    EVENT DETAILSmore info

    TIME Monday, June 10, 2024 at 2:00 PM - 4:00 PM

    LOCATION Welsh-Ryan Arena   

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    CONTACT Amy Pokrass    amy.pokrass@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science

  • Aug
    14

    Undergraduate Quantum Summer School

    McCormick School of Engineering and Applied Science

    All Day Ford Motor Company Engineering Design Center

    EVENT DETAILSmore info

    TIME Wednesday, August 14, 2024

    LOCATION Ford Motor Company Engineering Design Center    map it

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    CONTACT Dongyang Li    lidongyang@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science

  • Aug
    15

    Undergraduate Quantum Summer School

    McCormick School of Engineering and Applied Science

    All Day Ford Motor Company Engineering Design Center

    EVENT DETAILSmore info

    TIME Thursday, August 15, 2024

    LOCATION Ford Motor Company Engineering Design Center    map it

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    CONTACT Dongyang Li    lidongyang@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science