Optimization without Borders
conference

Sochi , 12-18 July 2021




The conference was organized jointly by PSAMI MIPT, HDI Lab of HSE University, Huawei RRI, and Sirius University, dedicated to the 65th anniversary of Prof. Yurii Nesterov and 50th anniversary of Prof. Vladimir Protasov.


Topics:

- numerical optimization & applications
- convex optimization
- stochastic optimization
- distributed optimization
- reinforcement learning

Speakers

The program of talks and events is available at link

Yurii Nesterov
UCLouvain

- "Superfast second-order methods for Unconstrained Convex Optimization" Video Slides

Vladimir Protasov
MSU, HSE

- "Optimization tools in the Lyapunov stability problem" Video Slides

Alexander Gasnikov
MIPT, IITP RAS, HSE

- "Centralized convex optimization with similarity" Video Slides

- "About several ideas of Yu. Nesterov that have an impact on us recently" Video Slides

Denis Belomestny
HSE, Duisburg-Essen University

- "UVIP Model-Free Approach to Evaluate Reinforcement Learning Algorithms" Video Slides

Vladimir Spokoiny
Weierstrass Institute, Humboldt University, IITP RAS, HSE

- "Random gradient free optimization: Bayesian view" Video Slides

- "Manifold-based time series forecasting" Slides

Peter Richtárik
KAUST

- "Distributed Second Order Methods with Fast Rates and Compressed Communication" Video Slides

Boris Polyak
Institute of Control Sciences RAS

- "Optimization and control: mutual connections" Video Slides

Arkadi Nemirovski
Georgia Institute of Technology

- "From Estimating Linear Forms to Conic Representations of Convex-Concave Functions and Monotone Vector Fields" Video Slides

Jean-Bernard Lasserre
CNRS

- "On optimization on the Euclidean unit sphere" Video Slides

Eric Moulines
École Polytechnique, HSE

- "QLSD Quantized Langevin stochastic dynamics for Bayesian federated learning" Video Slides

Nathan Srebro
TTIC, University of Chicago

- "Mirrorless Mirror Descent" Video Slides

Sebastian U. Stich
EPFL Lausanne

- "Escaping local minima for a class of smooth non-convex problems" Video

Marc Teboulle
Tel Aviv University

- "Faster Lagrangian-Based Methods in Convex Optimization" Video Slides

Aaron Sidford
Stanford University

- "Interior Point Methods for Nearly Linear Time Algorithms" Video Slides

Vladimir Shikhman
TU Chemnitz

- "Discrete choice prox-functions on the simplex " Video Slides

Anatoli Juditsky
Université Grenoble Alpes

- "Sparse recovery by reduced variance stochastic approximation" Video Slides

Jérôme Bolte
University Toulouse I Capitole

- "A Bestiary of Counterexamples in Smooth Convex Optimization" Video Slides

Boris Mordukhovich
Wayne State University

- "Variational Analysis in Numerical Optimization and Applications" Video Slides

Alexandre d'Aspremont
CNRS, École Normale Supérieure

- "Sparsity, Feature Selection & the Shapley-Folkman Theorem" Video Slides

Adrien Taylor
Inria

- "Constructive approaches to optimal first-order methods for (strongly) convex minimization" Video Slides

Alexander Nazin
Institute of Control Sciences RAS

- "Using the Mirror Descent Method for Online Optimization of Controlled Uncertain Dynamic Systems with Sliding Mode (Continuous Time)" Slides

Alexey Naumov
HSE
Pavel Dvurechensky
Weierstrass Institute, HSE

- "Primal-dual accelerated gradient methods with alternating minimization" Slides

Roland Hildebrand
Université Grenoble Alpes

- "Minimization of sums of squares of holomorphic functions" Slides

School of Junior Researchers

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

Video of talks is available at the link

Participants

Nazarii Tupitsa
MIPT

00:00 "On some problems allowing alternative minimization" Video Slides

Anton Anikin
ISDCT SB RAS

30:31 "«Forest»: GPU-accelerated method for solving global optimization problems" Video Slides

Dmitry Pasechnyuk-Vilensky   MIPT

49:56 "Network utility maximization: optimization & protocols" Video Slides

Dmitry Kovalev
KAUST

1:02:00 "Lower bounds and optimal algorithms for smooth and strongly convex decentralized optimization over time-varying networks" Video Slides

Alexander Rogozin
MIPT

1:14:35 "Decentralized optimization for saddle point problems with local and global variables" Video Slides

Grigory Malinovsky
KAUST

1:26:20 "Random reshaffling with variance reduction: new analysis and better rates" Video Slides

Dmitry Kamzolov
MIPT

- "High-order Tensor Method for Distributed Convex Optimization" Slides

Alexander Titov
MIPT, HSE

1:36:40 "Some generalisations of non-smoothness concepts for optimization problems and variational inequalities" Video Slides

Vasilii Novitsky
MIPT

1:45:28 "Improved exploitation of higher order smoothness in derivative-free optimization" Video Slides

Egor Gladin
MIPT

2:22:40 "Solving saddle point problems when one of the dimentions is small" Video Slides

Artem Agafonov
MIPT

2:35:13 "Inexact tensor methods and their application to stochastic convex optimization" Video Slides

Tatyana Zaitseva
MSU

- "About Vladimir Yu. Protasov" Slides

2:41:50 "Multivariate B-splines and applications" Video Slides

Petr Ostroukhov
MIPT

2:49:20 "Tensor methods for strongly convex strongly concave saddle point problems and strongly monotone variational inequalities" Video Slides

Nikita Yudin
MIPT, FRC CSC RAS

3:03:42 "Flexible Gauss-Newton methods" Video Slides

Konstantin Mishchenko
KAUST

3:14:16 "Regularized Newton method with global O(1/k^2) convergence" Video Slides

Huawei Day

Conference day for the reports related to the research projects of Huawei Russian Research Institute

Huawei section:

"Opening of Huawei Day" Zhang Xian Huawei

"Optimization problems from Wireless Communication" Andrey Vorobyev Huawei

"Digital Pre-Distortion algorithm introduction" Eugeny Yanitsky Huawei

"Newton's method for nonconvex real-valued functions of complex argument" Sergey Bakhurin Huawei

"Design/tuning of filters, filtering antennas, antenna arrays, and optimization problems related to that" Sergey Dudorov Huawei

"Geometry & Optimization" Semen Molokov Huawei

Collaboration section:

"Adaptive manifold recovery" Vladimir Spokoiny WIAS, HSE, Humboldt University, IITP RAS

"Full-gradient based methods for modeling nonlinear systems in digital signal processing" Anton Anikin ISDCT SB RAS, Alexander Gornov ISDCT SB RAS, Dmitry Pasechnyuk-Vilensky MIPT

"Stochastic optimization methods for nonlinear systems in digital signal processing" Alexander Maslovskiy, Roman Vlasov Huawei, Alexander Rogozin MIPT

"Minimization of sums of squares of holomorphic functions" Roland Hildebrand Université Grenoble Alpes

"Primal-dual accelerated gradient methods with alternating minimization" Pavel Dvurechensky WIAS, IITP RAS, Alexander Gasnikov MIPT, Nazarii Tupitsa MIPT

"Using the Mirror Descent Method for Online Optimization of Controlled Uncertain Dynamic Systems with Sliding Mode" Alexander Nazin ICS RAS

Gallery

Programme Committee

Alexander Gasnikov
MIPT, HSE, IITP RAS
Alexey Naumov
HSE
Andrei Raigorodskii
MIPT
Vladimir Spokoiny
WIAS, Humboldt University, IITP RAS, HSE
Andrey Vorobyev
Huawei

Organizing Committee

Alexander Gasnikov
MIPT, HSE, IITP RAS
Alexey Naumov
HSE
Anatolii Nenashev
Sirius University
Olga Vasyukova
Huawei
Vladislav Matyukhin
MIPT
Elena Mikhailova
Sirius University
Vlada Kuznetsova
HSE