University of Cambridge > Talks.cam > CCIMI Seminars > Homotopy methods for convex optimization

  Browse A-Z

Log in

University Account External (via Google)

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹī¸ Information

Homotopy methods for convex optimization

Download to your calendar using vCal

If you have a question about this talk, please contact Hamza Fawzi .

Convex optimization concerns the problem of finding the maximum of a linear function over a convex set. This class covers many optimization problems in quantum information, portfolio optimization, and machine learning.

In this talk, we will introduce a new approach to solving convex optimization problems via a homotopic approach. In this approach, we deform an optimization problem with a trivial solution into the target problem and keep track of the solutions along the homotopy. This is motivated by the field of numerical algebraic geometry, which solves systems of polynomial equations using a similar idea.

We show that our method applies to certain convex optimization problems, including Semidefinite Programs, Hyperbolic Programs, and convex optimization problems with a single convexity constraint. Moreover, we present several benchmark problems in which this method outperforms known methods.

This talk is part of the CCIMI Seminars series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

JCBC Meeting Rooms 1&2, MRC Epidemiology Unit, Level 3, Institute of Metabolic Science, Cambridge Biomedical Campus, Cambridge CB2 0QQ Winstanley Lecture Theatre - Blue Boar Court, Trinity College Trinity Street Cambridge CB2 1TQ

Other talks

Talk TBC Reproducibility In Astrophysical Simulations: The AGORA Initiative and a 14-Year Human Experiment (In Memory of Joel Primack) Decoding genomic chaos - a pancancer compendium of chromosomal instability Title TBC Toward affordable preventive healthcare Kirk Public Lecture: Title TBC
 

Š 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity