Wednesday, November 9, 2022 - 3:00pm
Event Calendar Category
Other LIDS Events
Speaker Name
Damek Davis
Affiliation
Cornell University
Join Zoom meeting
https://mit.zoom.us/j/93673116988
Abstract
First-order methods in nonsmooth optimization are often described as "slow." I will present two (locally) accelerated first-order methods that violate this perception: a superlinearly convergent method for solving nonsmooth equations, and a linearly convergent method for solving "generic" nonsmooth optimization problems. The key insight in both cases is that nonsmooth functions are often "partially" smooth in useful ways.
Biography
Damek Davis is an Associate Professor of Operations Research at Cornell University. His research focuses on the interplay of optimization, signal processing, statistics, and machine learning. He has received several awards for his work, including a Sloan Research Fellowship in Mathematics (2020), the INFORMS Optimization Society Young Researchers Prize (2019), and an NSF CAREER Award (2021).