Robustness and Resilience in Stochastic Optimization and Statistical Learning: Mathematical Foundations

Organizers

Workshop Schedule

For each day, audio recording of the wokshop sessione are available to download. Each talk is also available in pdf format.

You can also read the conference poster.

Friday May 20

Time	Speaker	Talk
9:40 - 10:20	S. Wright	Primal-dual coordinate methods for robust machine learning and generalized linear programming
10:20 - 10:40		Break
10:40 - 11:20	M. Gürbüzbalaban	Robust and Risk-Averse Accelerated Gradient Methods for Stochastic Optimization
11:30 - 12:10	M. Díaz	Clustering a mixture of Gaussians with unknown covariance
12:20 - 13:00	R. Khanna	Theory of feature selection
13:00 - 15:00		Lunch
15:00 - 15:40	V. Leclère	Exact discretization methods for linear stochastic programming
15:50 - 16:30	L. Rosasco	A regularization tour of optimization
16:30 - 16:50		Break
16:50 - 17:30	J. O. Royset	Rockafellian Relaxation in Optimization under Uncertainty: Asymptotically Exact Formulations
17:40 - 18:20	M. Ferris	Risk-averse multi-stage stochastic equilibria: models and algorithms

Saturday May 21

Time	Speaker	Talk
8:50 - 9:30	A. Pananjady Martin	Sharply predicting the behavior of iterative algorithms in random optimization problems
9:40 - 10:20	C. Paquette	Optimization Algorithms in the Large: Exact Dynamics, Average-case Analysis, and Stepsize Criticality
10:20 - 10:40		Break
10:40 - 11:20	A. Ruszczyński	Advances in Risk-Averse Learning
11:30 - 12:10	W. Azizian	Regularization for Wasserstein distributionally robust optimization
12:20 - 13:00	B. Sen	Multivariate Quantiles and Ranks using Optimal Transport
13:00 - 15:00		Lunch
15:00 - 15:40	J. Luedtke	Data-Driven Multi-Stage Stochastic Optimization on Time Series
15:50 - 16:30	R. Bassett	One-Step Estimation with Scaled Proximal Methods
16:30 - 16:50		Break
16:50 - 17:30	F. Dabbene	A probabilistic scaling approach to chance-constraints
17:40 - 18:20	M. Gabl	Two-stage Stochastic Standard Quadratic Optimization

Sunday May 22

Time	Speaker	Talk
8:50 - 9:30	T. Homem-de-Mello	Application-Driven Learning via Joint Estimation and Optimization
9:40 - 10:20	T. Pennanen	Duality in convex stochastic optimization
10:20 - 10:40		Break
10:40 - 11:20	G. Pflug	Guaranteed bounds for pathwise stochastic dynamic programming
11:30 - 12:10	F. Atenas	Bundle approaches for the Progressive Hedging Algorithm
12:10 - 14:15		Lunch
14:30 - 19:30		Excursion to Segesta

Monday May 23

Time	Speaker	Talk
8:50 - 9:30	M. de Lara	Resilience, Viability and Stochastic Optimization
9:40 - 10:20	A. Pichler	Uniform Function Estimators in Reproducing Kernel Hilbert Spaces
10:20 - 10:40		Break
10:40 - 11:20	S. Sen	Generalizations of Compromise Decisions (or Bagging) for Stochastic Integer Programming and Multi-stage Stochastic Linear Programming
11:30 - 12:10	D. Dentcheva	Stability and Sample-based Approximations of Composite Stochastic Optimization Problems
12:20 - 13:00	Z. Zhang	Optimal Methods for Risk-Averse Distributed Optimization
13:00 - 15:00		Lunch
15:00 - 15:40	E. Zhou	Bayesian approaches to Distributionally Robust Optimization
15:50 - 16:30	S. Garatti	The scenario approach as a general tool for risk control in data-driven optimization
16:30 - 16:50		Break
16:50 - 17:30	J. Li	Frank-Wolfe Methods in Probability Space
17:40 - 18:20	J. Deride	A CDF estimation problem under stochastic ambiguity

Tuesday May 24

Time	Speaker	Talk
8:50 - 9:30	A. Jofré	Strategic Pricing in network economies: learning and algorithms
9:40 - 10:20	M. Soltanolkotabi	Overparameterized Learning Beyond the Lazy Regime
10:20 - 10:40		Break
10:40 - 11:20	P. Thompson	Robust linear regression with heavy-tails and contamination: the high-dimensional regime
11:30 - 12:10	M. Hintermüller	Optimization with Learning-Informed Differential Equation Constraints
12:20 - 13:00	K. Balasubramanian	Two Recent Results on Stochastic Multi-level Composition Optimization
13:00 - 15:00		Lunch
15:00 - 15:40	B. Grimmer	Convergence of first-order methods for (some) nonconvex-nonconcave minimax optimization

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