Peter Richtarik, Lecturer, optimization, mathematics, University of Edinburgh, c-optimality, large-scale convex optimization, gradient and first-order methods, structural programming, optimization in relative scale, sparse optimization


Peter Richtárik Assistant Professor School of Mathematics 6317 JCMB The King's Buildings University of Edinburgh Edinburgh, EH9 3JZ e-mail: first.last at ed.ac.uk phone: +44 (131) 650-5049	I am a member of the Edinburgh Reseach Group in Optimization (ERGO) Edinburgh Compressed Sensing Group (E-CoS) Centre for Numerical Algorithms and Intelligent Software (NAIS) Algorithms and Complexity Group (A&C)
NEWS! I am organizing: Advances in Large-Scale Optimization (workshop, trek and colloquium), May 24–25, 2012, Edinburgh Postdoc position!!! Topic: First-order methods for large-scale optimization Starting date: between July 1, 2012 and October 1, 2012 Duration: 18 months More details, including conditions, deadline and a link to online application forms will be posted soon. PhD opportunities: if you are a mathematically mature applicant and are interested in working with me, please send me an email
Education & Past Appointments Postdoctoral Fellow, CORE, Louvain-la-Neuve, Belgium, 2007–2009, host: Yurii Nesterov PhD, Operations Research, Cornell University, 2002–2007, advisor: Mike Todd MS, Operations Research, Cornell University, 2006 Mgr, Mathematics, Comenius University, Faculty of Mathematics, Physics and Informatics, 2001 (Summa Cum Laude) Bc, Management, Comenius University, Faculty of Management, 2000 (Summa Cum Laude) Bc, Mathematics, Comenius University, Faculty of Mathematics, Physics and Informatics, 2000 (Summa Cum Laude)
Grants Summer 2012, Vacation Scholarship (with Iliana Peneva) 05/2012–05/2013, EPSRC & UK Ministry of Defence (Dstl) EP/J020567/1, Algorithms for Data Simplicity (with J. Tanner), £49,518 05/2012, NAIS, Advances in Large-Scale Optimization (workshop, trek and colloquium), £4,662 02/2012–06/2012, EPSRC Developing Leaders, Optimization at Arup, (with M. Simpson and M. Takac), £3,500 04/2011–04/2014, EPSRC EP/I017127/1, Math. for Vast Digital Resources (with B. Buke and J. Gondzio), £646,264 (=$1.1m) Summer 2011, Nuffield Foundation Undergraduate Research Bursary (with Edward Cumberlege), £1,440 Summer 2011, EPSRC Undergraduate Research Scholarship (with Bartosz Filipecki), £2,200 Summer 2010, Vacation Scholarship (with Bartosz Filipecki)
Publications and Preprints Efficient serial and parallel coordinate descent methods for huge-scale truss topology design Peter Richtárik and Martin Takáč [preprint][Optimization Online][related poster] Operations Research Proceedings 2011, Springer Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function Peter Richtárik and Martin Takáč [arXiv][Optimization Online][FoCM slides] April 2011 (revised July 4, 2011); submitted to Mathematical Programming Efficiency of randomized coordinate descent methods on minimization problems with a composite objective function Peter Richtárik and Martin Takáč [extended abstract] Proceedings of SPARS11 (4th Workshop on Signal Processing with Adaptive Sparse Structured Representations, June 27-30, 2011) Finding sparse approximations to extreme eigenvectors: generalized power method for sparse PCA and extensions Peter Richtárik [extended abstract] Proceedings of SPARS11 (4th Workshop on Signal Processing with Adaptive Sparse Structured Representations, June 27-30, 2011) Approximate level method for nonsmooth convex minimization Peter Richtárik [preprint (revised July 2011)] [CORE DP] [Optimization Online] Journal of Optimization Theory and Applications 152(2), pp. 334–350, 2012, DOI: 10.1007/s10957-011-9908-1 Generalized power method for sparse principal component analysis Michel Journée, Yurii Nesterov, Peter Richtárik and Rodolphe Sepulchre [CORE DP] [arXiv] [Optimization Online] [slides] [poster] Journal of Machine Learning Research 11, pp. 517–553, 2010 Improved algorithms for convex minimization in relative scale Peter Richtárik [preprint (revised)] [Optimization Online (old version)] [slides] SIAM Journal on Optimization 21(3), pp. 1141–1167, 2011 Simultaneously solving seven optimization problems in relative scale Peter Richtárik [preprint] [Optimization Online] submitted Some algorithms for large-scale convex and linear minimization in relative scale Peter Richtárik PhD Dissertation, School of Operations Research and Information Engineering, Cornell University
Recent and Upcoming Talks 3rd IMA Conf. on Numerical Linear Algebra and Optimisation, Birmingham, UK, September 10–12, 2012 I am organizing the minisymposium ''Gradient methods for large-scale optimization'' (programme here) Speakers: Raphael Hauser (Oxford), Guillaume Obozinski (INRIA/ENS), Peter Richtarik (Edinburgh), Michel Baes (ETH Zurich), Martin Takac (Edinburgh), Vinh Xuan Doan (Warwick), Rachael Tappenden (Edinburgh), Carola-Bibiane Schonlieb (Cambridge) 21st ISMP, Berlin, Germany, August 19–24, 2012 I am organizing session on Coordinate descent methods Speakers: S V N Vishwanathan (Purdue), Peter Richtarik (Edinburgh), Martin Takac (Edinburgh) ICML Workshop on Optimization in Machine Learning, Edinburgh, UK, July 1, 2012 (invited) Speakers: Constantine Caramanis (Texas Austin), Ali Jadbabaie (Pennsylvania), Anatoli Juditsky (Joseph Fourier), Jorge Nocedal (Northwestern), Peter Richtarik (Edinburgh), Karthik Sridharan (Pennsylvania), Michael Mahoney (Stanford) Advances in Large-Scale Optimization, Edinburgh, UK, May 24–25, 2012 (organizer) Speakers: Yurii Nesterov (Louvain), Mark Schmidt (INRIA), Peter Richtarik (Edinburgh), Alexandre D'Aspremont (École Polytechnique), Jacek Gondzio (Edinburgh), Michal Kocvara (Birmingham), Coralia Cartis (Edinburgh), Nati Srebro (TTI Chicago) 3rd Conference on Optimization Methods and Software, Chania, Crete, Greece, May 13–17, 2012 (invited) Applied and Computational Analysis Seminar, University of Cambridge, May 3, 2012 (invited) INFORMS Optimization Society Conference, Coral Gables, Florida, February 24–26, 2012 Cardiff University, Operational Research and Statistics Research Seminar, February 15, 2012 (invited) Comenius University, Seminar of the Center for Economics and Finance, January 9, 2012 ICNONLA, The 8th Int. Conference on Num. Optimization and Numerical Linear Algebra, Xiamen, China, November 7–11, 2011 University of Edinburgh, Algorithms & Complexity Research Seminar @ School of Informatics, October 26, 2011 (invited) Oxford University, Computational Mathematics and Applications Research Seminar, October 13, 2011 (invited) London School of Economics, The OR Society Mathematical Programming Seminar, October 12, 2011 (invited) Heriot-Watt University, Computational Mathematics and Maths Biology Seminar, October 6, 2011 (invited) FoCM, Budapest, Hungary, July 4–14, 2011 (invited) 24th Biennial Conference on Numerical Analysis, June 28th–July 1st, 2011 minisymposium 1: "Optimization and Applications": Olivier Devolder (Louvain-la-Neuve), Martin Takac (Edinburgh), Michal Kocvara (Birmingham) minisymposium 2: "Compressed Sensing: algorithms and theory"; Jeffrey Blanchard (Grinnell), Peter Richtarik (Edinburgh), Martin Lotz (Edinburgh), Andrew Thompson (Edinburgh) SPARS 11, Signal Processing with Adaptive Sparse Structured Representations, Edinburgh, June 27–30, 2011 Mathematical Programming Seminar, CORE, Catholic University of Louvain, Belgium, June 7, 2011 (invited) SIAM Conference on Optimization, Darmstadt, Germany, May 16–19, 2011 (session chair) Computational Complexity Challenges in Optimization, Edinburgh, May 12, 2011 (invited) LANCS Workshop on Modelling and Solving Complex Optimization Problems, Lancaster, April 11–13, 2011
PhD Students Martin Takáč, Block coordinate descent methods (2010-)
Postdocs Jakub Mareček, (01/2012-) Rachael Tappenden, (02/2012-)
Teaching I teach 2nd and 3rd year undergraduates and in the following MSc Programmes: Operational Research, Financial Mathematics, Financial Modelling and Optimization Game Theory (Fall 2011) Discrete Programming and Game Theory (Fall 2011) Optimization Methods in Finance (Spring 2012) Deterministic Optimization Methods in Finance (Spring 2012)
More Stuff PREDBARÁ.com (a blog in Slovak mostly about fun maths; "pred barákom" is a Slovak colloquial expression and means 'in front of a house') TÉMATIKA (a monthly lecture series for high school students)