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DTSTART:20240310T070000
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DTSTART:20241103T060000
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DTSTART;TZID=America/Toronto:20241108T153000
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URL:https://uwaterloo.ca/combinatorics-and-optimization/events/tutte-colloq
 uium-r-tyrell-rockafellar
SUMMARY:Tutte colloquium-R. Tyrell Rockafellar
CLASS:PUBLIC
DESCRIPTION:TITLE: Problem Decomposition in Optimization:  Algorithmic Adv
 ances\nBeyond ADMM\n\nSPEAKER:\n R. Tyrell Rockafellar\n\nAFFILIATION:\n T
 he University of Washington\n\nLOCATION:\n Main Hall\, Federation Hall \n\
 nABSTRACT: \n\nDecomposition schemes like those coming from ADMM typically
  start by\nposing a separable-type problem in the Fenchel duality format.
   They\nthen pass to an augmented Lagrangian\, which however can interfer
 e with\nthe separability and cause a slow-down.  Progressive decoupling\n
 offers a more flexible approach which can utilize augmented\nLagrangians w
 hile maintaining decomposability.  Based on a variable\nmetric extension 
 of the proximal point algorithm that's applied in a\ntwisted sort of way\,
  progressive decoupling benefits from stopping\ncriteria which can guarant
 ee convergence despite inexact minimization\nin each iteration.   The co
 nvergence is generically at a linear\nrate\, and for convex problems\, is 
 global. But the method also works\nfor nonconvex problems when initiated c
 lose enough to a point that\nsatisfies a natural extension of the strong s
 ufficient condition for\nlocal optimality known from nonlinear programming
 . \n\nThis talk is held as part of the 26th Annual Midwest Optimization\nM
 eeting (“MOM26”).\n\n 
DTSTAMP:20260404T153333Z
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