SIAM Southeastern Atlantic Section Conference
September 18-19, 2021
Mini-symposium (MS)
MS19: Recent Advances in Iterative Solvers for Numerical Optimization and Nonlinear Systems
Organizers: William Kong, Oak Ridge National Laboratory
Paul Laiu, Oak Ridge National Laboratory
Abstract: This mini-symposium addresses the recent advances in the development and analysis of iterative solvers for numerical optimization and nonlinear systems. Topics may cover but not be limited to:
- Development of iterative solvers with improved efficiency and robustness;
- Convergence and complexity analysis of iterative solvers;
- Application of iterative solvers to scientific problems.
Saturday, September 18, 10:00 AM – 12:00 PM: Part I of II
Room: Mell 3520
10:00 – 10:30 William Kong, Oak Ridge National Laboratory, Iteration complexity of a proximal augmented Lagrangian method for constrained nonconvex composite programming
10:30 – 11:00 Georgios Kotsalis, Georgia Tech, Simple and optimal methods for stochastic variational inequalities
11:00 – 11:30 Wuchen Li, University of South Carolina, Neural projected Fokker-Planck equations
11:30 – 12:00 Sara Pollock, University of Florida, Dynamic filtering for Anderson acceleration iteration
Sunday, September 19, 10:30 AM – 12:00 PM: Part II of II
Room: Mell 4520
10:30 – 11:00 Paul Laiu, Oak Ridge National Laboratory, An infeasible-start framework for convex quadratic optimization
11:00 – 11:30 Digvijay Boob, Southern Methodist University, First order methods for some structured nonconvex function constrained optimization problems
11:30 – 12:00 Shixuan Zhang, Georgia Tech, Stochastic dual dynamic programming algorithms