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:

  1. Development of iterative solvers with improved efficiency and robustness;
  2. Convergence and complexity analysis of iterative solvers;
  3. 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