Title: Modern Non-Problems in Optimization

Speaker: Jong-Shi Pang, The Daniel J. Epstein Department of Industrial and Systems Engineering, University of Southern California, Los Angeles, California 90089

Abstract: The prefix ``non'' in the title refers to a collection of adjectives describing variousnovel classes of optimization problems that emerge from recent areas in big-data science.These problems distinguish themselves as being non-convex, non-differentiable, and non-separable. In the talk, I will present my joint research with Dr. Ying Cui (and other domain experts) on the following problems: composite statistical estimation, deep neural network learning, and non-convex stochastic programs. In each of these problems, the non-convexity and non-differentiability are coupled, making it a non-trivial task to understand the stationarity properties of the solutions that can be computed by iterative methods. For each class of problems, I will briefly describe the methods for computing the sharpest kind of stationary solutions. The employed methods are combinations of some basic well-known methods in optimization and some less known methods with proven practical efficiency.

Bio: Jong-Shi Pang joined the University of Southern California as the Epstein Family Professor of Industrial and Systems Engineering in August 2013. Prior to this position, he was the Caterpillar Professor and Head of the Department of Industrial and Enterprise Systems Engineering for six years between 2007 and 2013. He held the position of the Margaret A. Darrin Distinguished Professor in Applied Mathematics in the Department of Mathematical Sciences and was a Professor of Decision Sciences and Engineering Systems at Rensselaer Polytechnic Institute from 2003 to 2007. He was a Professor in the Department of Mathematical Sciences at the Johns Hopkins University from 1987 to 2003, an Associate Professor and then Professor in the School of Management from 1982 to 1987 at the University of Texas at Dallas, and an Assistant and then an Associate Professor in the Graduate School of Industrial Administration at Carnegie-Mellon University from 1977 to 1982. During 1999 and 2001 (full time) and 2002 (part-time), he was a Program Director in the Division of Mathematical Sciences at the National Science Foundation.