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DTSTART:20260308T070000
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DTSTART:20251102T060000
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DTSTART;TZID=America/Toronto:20260807T110000
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URL:https://uwaterloo.ca/combinatorics-and-optimization/events/masters-thes
 is-presentation-amaan-khan-study-first-order
SUMMARY:Master's Thesis Presentation - Amaan Khan - A Study of First-Order\
 nPrimal-Dual Algorithms for Linear Optimization
CLASS:PUBLIC
DESCRIPTION:SPEAKER: \n Amaan Khan\n\nSUPERVISOR:\n Levent Tuncel\n\nLOCAT
 ION: \n MC 5479\n\nABSTRACT: \n\nSecond-order Interior Point Methods (IP
 M) have been studied\nextensively over the past 80 years\, proving effecti
 ve for conic\noptimization. They can produce high-precision approximate so
 lutions in\nfew iterations. Each iteration is computationally expensive: T
 he core\nof each iteration is a large matrix inversion that scales poorly 
 with\nthe number of variables.\n\nIn large-scale applications\, we cannot 
 bear the per-iteration cost\n(perhaps due to lack of memory)\, so we inste
 ad turn to first-order\nmethods. We study a first-order IPM that uses a lo
 w-rank update scheme\nto replace the matrix inversion with significantly l
 ower per-iteration\ncost\, and compare this to other first-order methods f
 or solving LP at\nscale.
DTSTAMP:20260805T042150Z
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