Program Events

Events

  • Oct
    11

    EECS & OSL Seminar Speaker: Prof. Laurent Lessard, Assistant Professor, University of Wisconsin–Madison, "Automating the Analysis & Design of Large-scale Optimization Algorithms"

    Electrical Engineering & Computer Science

    12:00 PM Room L440, Technological Institute

    EVENT DETAILS

    Prof. Laurent Lessard

    The EECS Department welcomes Prof. Laurent Lessard, Assistant Professor, University of Wisconsin–Madison.

    Lessard will present a talk entitled "Automating the Analysis & Design of Large-scale Optimization Algorithms" on Wednesday, October 11 at 12:00 PM in Tech Room L440.

    Abstract: Most complicated optimization problems, in particular those involving a large number of variables, are solved in practice using iterative algorithms. The problem of selecting a suitable algorithm is currently more of an art than a science; a great deal of expertise is required to know which algorithms to try and how to properly tune them. Moreover, there are seldom performance guarantees. In this talk, I will show how the problem of algorithm selection can be approached using tools from robust control theory. By solving simple semidefinite programs (that do not scale with problem size), we can derive robust bounds on convergence rates for popular algorithms such as the gradient method, proximal methods, fast/accelerated methods, and operator-splitting methods such as ADMM. The bounds derived in this manner either match or improve upon the best known bounds from the literature. The bounds also lead to a natural energy dissipation interpretation and an associated Lyapunov function. Finally, our framework can be used to search for algorithms that meet desired performance specifications, thus establishing a principled methodology for designing new algorithms.

    Bio: Prof. Laurent Lessard is an Assistant Professor of Electrical and Computer Engineering at the UW–Madison and faculty member of the Optimization Group at the Wisconsin Institute for Discovery. Laurent received the B.A.Sc. in Engineering Science from the University of Toronto, and received the M.S. and Ph.D. in Aeronautics and Astronautics at Stanford University. After completing his doctoral work, Laurent was an LCCC Postdoc at Lund University in Sweden, and a postdoctoral researcher at the University of California, Berkeley. His research interests include: decentralized control, robust control, optimization, and machine learning.

    Hosted by EECS Prof. Ermin Wei & Center for Optimization and Statistical Learning

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    TIME Wednesday, October 11, 2017 at 12:00 PM - 1:00 PM

    LOCATION Room L440, Technological Institute    map it

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    CONTACT Lana Kiperman    lana@eecs.northwestern.edu EMAIL

    CALENDAR Electrical Engineering & Computer Science

  • Mar
    7

    EECS Distinguished Speaker: Prof. Dennis Sylvester, Professor in Dept. of EE & CS, University of Michigan

    Electrical Engineering & Computer Science

    2:00 PM ITW Room, Ford Motor Company Engineering Design Center

    EVENT DETAILS

    TIME Wednesday, March 7, 2018 at 2:00 PM - 3:00 PM

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

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    CONTACT Lana Kiperman    lana@eecs.northwestern.edu EMAIL

    CALENDAR Electrical Engineering & Computer Science