Thursday 19th and Friday 20th May 2022
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About the workshop

The interest in modern methods of very large scale optimization has recently grown remarkably due to their application in diverse practical problems including machine learning, inverse problems in statistics and signal/image processing, energy, finance, telecommunication, optimal control, and many others. This workshop will consist of several presentations by leading researchers in the field, with the aim of promoting an exchange of ideas to advance the state of the art in this area.
The workshop will have a particular focus on Alternating Direction Method of Multipliers (ADMM).
The event is long overdue (it was initially planned for June 2020).

Date

Thursday 19th and Friday 20th May 2022.

Keynote speakers

Prof Jonathan Eckstein  (Rutgers University, USA).
Prof Yinyu Ye  (Stanford University, USA).

Invited speakers

Prof Ewa Bednarczuk  (Polish Academy of Sciences, Poland).
Prof Stefania Bellavia  (University of Florence, Italy).
Prof Raymond Chan  (City University of Hong Kong, Hong Kong).
Prof Daniela di Serafino  (University of Naples Federico II, Italy).
Prof Mario Figueiredo  (University of Lisbon, Portugal).
Prof Henry Wolkowicz  (University of Waterloo, Canada).

Program & Book of Abstracts

The program of the workshop has been finalised.
See also a one-page schedule.

Presentations (slides)

Keynote: Jonathan Eckstein, "The ADMM: Past, Present, and Future"
Keynote: Yinyu Ye, "Multi-Block ADMM and its Applications"
Invited: Ewa Bednarczuk, "On dynamical system related to a primal-dual scheme for finding zeros of the sum of maximally monotone operators"
Invited: Stefania Bellavia, "Optimization Methods Using Random Models and Examples from Machine Learning"
Invited: Daniela di Serafino, "Efficient Solution of Sparse Optimization Problems via Interior Point Methods"
Invited: Mario Figueiredo, "Alternating Direction Method of Multipliers in Imaging: Overview of a Line of Work"
Invited: Henry Wolkowicz, "A Restricted Dual Peaceman-Rachford Splitting Method for a Strengthened DNN Relaxation for QAP"
Contributed: Giovanni Bruccola, "Finding global solutions for a class of possibly nonconvex QCQP problems through the S-lemma"
Contributed: Stefano Cipolla, "Primal Dual Regularized IPM: a Proximal Point perspective"
Contributed: Michal Kocvara, "Solving unconstrained binary quadratic optimization problems by Lasserre hierarchy and an interior-point method"
Contributed: Gabriele Scrivanti, "A Convex-Non-Convex approach for Directional Total Variation"
Contributed: Albert Sola Vilalta, "ADMM-based Unit and Time Decomposition for Price Arbitrage by Cooperative Price-Maker Electricity Storage Units"
Contributed: Filippo Zanetti, "Applications of interior point methods for very large problems arising in imaging and optimal transport"
Contributed: Shudian Zhao, "Strong SDP bounds for large k-equipartition problems via a cutting plane ADMM-based algorithm"

Contributed Talks

If you wish to give a talk at the workshop, then please submit your abstract to Dr Stefano Cipolla (scipolla@ed.ac.uk) before 2pm on Monday 9th May 2022. We will not consider abstracts submitted after the deadline.

Location

The workshop will be held at the Maths Seminar Room 5323,
fifth floor of the James Clark Maxwell Building, King's Buildings, EH9 3FD, Scotland.
A map and travel information is available at The School of Maths website.

Accommodation

There are many B&B accommodation options in the proximity of King's Buildings and/or between King's Buildings and the city centre. Here are a few examples:
Glendale Hotel (10-minute walk)
Kildonan Lodge Hotel (12-minute walk)
Sonas Guesthouse (20-minute walk)

ALERT: Please beware of scammers who pretend to organise accommodation. If you are approached by a third party (eg Business Travel Management) asking for booking or payment details, please ignore.

Organisers

Dr Stefano Cipolla,   Email: scipolla@ed.ac.uk.
Prof Jacek Gondzio,   Email: J.Gondzio@ed.ac.uk.
Mr Filippo Zanetti,   Email: F.Zanetti@sms.ed.ac.uk.

Direct enquires

Dr Stefano Cipolla,   Email: scipolla@ed.ac.uk.
Mr Filippo Zanetti   Email: F.Zanetti@sms.ed.ac.uk.

Registration

Participation is free of charge, but you are required to register if you wish to receive a zoom link to the talks. Please complete this form.

Registered participants:

There are 147 registered participants so far (17/05/22).