HSE University, MIPT and Sirius University invite you to join the Conference 'Optimization without Borders'. The Conference is dedicated to the 65th anniversary of Prof. Yurii Nesterov and the 50th anniversary of Prof. Vladimir Protasov. The main topics of the Conference:

  • Numerical optimization and applications
  • Convex optimization
  • Distributed optimization
  • Stochastic approximation
  • Reinforcement learning 

The conference will include ‘Huawei day’ and a School of Junior Researchers «Development of numerical optimization methods in applications to control problems, inverse problems and learning», where participants will present their posters. The Conference is a 'Russian version' of the Conference  'Optimization Without Borders, February 7 - 12, 2016 Les Houches'

Conference program

The workshop will be held at the Adler Arena, Sochi. Registration of any person willing to participate is mandatory.

Register now!

Tentative list of speakers:

Yurii Nesterov

UCLouvain

Vladimir Protasov

MSU, HSE

Peter Richtárik

KAUST

Vladimir Spokoiny

Weierstrass Institute, Humboldt University, IITP RAS, HSE

Boris Mordukhovich

Wayne State University

Jérôme Bolte

University Toulouse I Capitole

Nathan Srebro

TTIC, University of Chicago

Alexandre D'Aspremont

Ecole Normale Superieure

Boris Polyak

Institute of Control Sciences RAS

Adrien Taylor

Inria

Sebastian Stich

EPFL Lausanne

Marc Teboulle

Tel Aviv University

Jean-Bernard Lasserre

CNRS

Arkadi Nemirovski

Georgia Institute of Technology

Eric Moulines

École Polytechnique, HSE

Anatoli Juditsky

Université Grenoble Alpes

Aaron Sidford

Stanford University

Pavel Dvurechensky

Weierstrass Institute, HSE

Aleksandr Gasnikov

MIPT, IITP RAS, HSE

Vladimir Shikhman

TU Chemnitz

Roland Hildebrand

Université Grenoble Alpes

Videos of talks:

Aaron Sidford - Interior Point Methods for Nearly Linear Time Algorithms

Adrien Taylor - Constructive approaches to optimal first-order methods for (strongly) convex minimization
Alexandre d’Aspremont - Sparsity, Feature Selection & the Shapley-Folkman Theorem
Аlexander Gasnikov - Centralized convex optimization with similarity
Alexander Gasnikov - About several ideas of Yu. Nesterov that have an impact on us recently 
Anatoli Juditsky - Sparse recovery by reduced variance stochastic approximation 
Arkadi Nemirovski - From Estimating Linear Forms to Conic Representations of Convex-Concave Functions and Monotone Vector Fields 
Boris Mordukhovich - Variational Analysis in Numerical Optimization and Applications 
Boris Polyak - Optimization and control: mutual connections
Denis Belomestny - UVIP Model-Free Approach to Evaluate Reinforcement Learning Algorithms
Eric Moulines - QLSD Quantized Langevin stochastic dynamics for Bayesian federated learning
Jean B. Lasserre - On optimization on the Euclidean unit sphere 
Jérôme Bolte - A Bestiary of Counterexamples in Smooth Convex Optimization 
Marc Teboulle - Faster Lagrangian-Based Methods in Convex Optimization
Nati Srebro - Mirrorless Mirror Descent
Peter Richtárik - Distributed Second Order Methods with Fast Rates and Compressed Communication
Sebastian Stich - Escaping local minima for a class of smooth non-convex problems
Vladimir Protasov - Optimization tools in the Lyapunov stability problem
Vladimir Shikhman - Discrete choice prox-functions on the simplex 
Vladimir Spokoiny - Random gradient free optimization: Bayesian view
Yurii Nesterov - Superfast second-order methods for Unconstrained Convex Optimization 

Slides of talks:

Aaron Sidford - Interior Point Methods for Nearly Linear Time Algorithms (PDF, 3,57 Мб)

Adrien Taylor - Constructive approaches to optimal first-order methods for (strongly) convex minimization (PDF, 3,67 Мб)

Alexandre d’Aspremont - Sparsity, Feature Selection & the Shapley-Folkman Theorem (PDF, 2,45 Мб)

Аlexander Gasnikov - Centralized convex optimization with similarity (PDF, 8,93 Мб)

Alexander Gasnikov - About several ideas of Yu. Nesterov that have an impact on us recently (PDF, 59,72 Мб)

Alexander Nazin - Using the Mirror Descent Method for Online Optimization of Controlled Uncertain Dynamic Systems with Sliding Mode (Continuous Time) (PDF, 360 Кб)

Anatoli Juditsky - Sparse recovery by reduced variance stochastic approximation (PDF, 1,47 Мб)

Arkadi Nemirovski - From Estimating Linear Forms to Conic Representations of Convex-Concave Functions and Monotone Vector Fields (PDF, 182 Кб)

Boris Mordukhovich - Variational Analysis in Numerical Optimization and Applications (PDF, 750 Кб)

Boris Polyak - Optimization and control: mutual connections (PDF, 188 Кб)

Denis Belomestny - UVIP Model-Free Approach to Evaluate Reinforcement Learning Algorithms (PDF, 2,09 Мб)

Eric Moulines - QLSD Quantized Langevin stochastic dynamics for Bayesian federated learning (PDF, 2,74 Мб)

Jean B. Lasserre - On optimization on the Euclidean unit sphere (PDF, 223 Кб)

Jérôme Bolte - A Bestiary of Counterexamples in Smooth Convex Optimization (PDF, 2,58 Мб)

Marc Teboulle - Faster Lagrangian-Based Methods in Convex Optimization (PDF, 333 Кб)

Nati Srebro - Mirrorless Mirror Descent (PDF, 428 Кб)

Pavel Dvurechensky - Primal-dual accelerated gradient methods with alternating minimization (PDF, 843 Кб)

Peter Richtárik - Distributed Second Order Methods with Fast Rates and Compressed Communication (PDF, 31,59 Мб)

Roland Hildebrand - Minimization of sums of squares of holomorphic functions (PDF, 327 Кб)

Tatyana Zaitseva - About Vladimir Protasov (PDF, 8,78 Мб)

Vladimir Protasov - Optimization tools in the Lyapunov stability problem (PDF, 3,83 Мб)

Vladimir Shikhman - Discrete choice prox-functions on the simplex (PDF, 228 Кб)

Vladimir Spokoiny - Random gradient free optimization: Bayesian view (PDF, 347 Кб)

Vladimir Spokoiny - Manifold-based time series forecasting (PDF, 575 Кб)

Yurii Nesterov - Superfast second-order methods for Unconstrained Convex Optimization (PDF, 219 Кб)

School of Junior Researchers «Development of numerical optimization methods in applications to control problems, inverse problems and learning»

Video of talks by young researchers

 

 

Programme Committee

Aleksandr Gasnikov

MIPT, IITP RAS, HSE

Andrei Raigorodskii

MIPT

Vladimir Spokoiny

Weierstrass Institute, Humboldt University, IITP RAS, HSE

Andrey Vorobyev

Huawei

 

Organizing Committee

Aleksandr Gasnikov

MIPT, IITP RAS, HSE

Anatoli Nenashev

Sirius University

Elena Mikhailova

Sirius University

Olga Vasyukova

Huawei

‪Vladislav Matyukhin

MIPT

Contacts

Vlada Schmidt

vkuznecova@hse.ru, +74957729590 ext. 27361