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 & Maxwell Institute 6317 James Clerk Maxwell Building The King's Buildings University of Edinburgh Edinburgh, EH9 3JZ e-mail: first dot last at ed dot ac dot uk phone: +44 (131) 650-5049	I am a member of 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) and a former research fellow of Center for Operations Research and Econometrics (CORE)


Research Interests large-scale convex optimization, gradient methods, sparse optimization
Teaching I teach in the following MSc Programmes: Operational Research, Financial Mathematics, Financial Modelling and Optimization Game Theory (Fall 2011) Optimization Methods in Finance (Spring 2012)
Education & Past Appointments Postdoctoral Fellow, Center for Operations Research and Econometrics, Louvain-la-Neuve, Belgium, 2007–2009, promoteur: 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 Bc, Management, Comenius University, Faculty of Management, 2000 Bc, Mathematics, Comenius University, Faculty of Mathematics, Physics and Informatics, 2000
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] Accepted to 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
Talks at Conferences [recent and upcoming] INFORMS Optimization Society Conference, Coral Gables, Florida, February 24–26 ICNONLA, The 8th International Conference on Numerical Optimization and Numerical Linear Algebra, Xiamen, China, November 7–11, 2011 FoCM, Budapest, Hungary, July 4–14, 2011 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 SIAM Conference on Optimization, Darmstadt, Germany, May 16–19, 2011 Computational Complexity Challenges in Optimization, Edinburgh, May 12, 2011 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, (2012-2014) Rachael Tappenden, (2012-2014)
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)