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Friday, January 12, 2018

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Friday, January 12, 2018 9:30 AM EST

Title: Towards Large-Scale Nonconvex/Stochastic Discrete Optimization

Speaker: Cong Han Lim Affiliation: University of Wisconsin-Madison Room: MC 5501

Abstract:

Modern data analytics is powered by scalable mathematical optimization methods. For decision-making, we want to be able to solve large-scale mathematical problems that include discrete choices or structures. These can already be very challenging to solve exactly even when the objective and feasible region are convex.

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