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• Abstract

  TBD
• Biography

  Professor and Chair of Operational Research in the School of Mathematics, University of Edinburgh, where he is Deputy Head of School and Head of the research theme Data and Decisions.  He is Chair of the Mathematical Optimization Society and Vice-President (International Activities) of INFORMS.  Fellow of the Humboldt Foundation, EUROPT, and the Canadian Academy of Engineering.

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• Abstract

  Continuous optimization is a mature field, which has recently undergone major expansion and change. One of the key new directions is the development of methods that do not require exact information about the objective function. Nevertheless, the majority of these methods, from stochastic gradient descent to "zero-th order" methods use some kind of approximate first order information. We will overview different methods of obtaining this information, including simple stochastic gradient via sampling, robust gradient estimation in adversarial settings, traditional and randomized finite difference methods and more. We will discuss what key properties of these inexact, stochastic first order oracles are useful for convergence analysis of optimization methods that use them.
• Biography

  Katya Scheinberg is a Coca-Cola Foundation Chair and Professor at the H. Milton Stewart School of Industrial and Systems Engineering   Georgia Institute of Technology.   Prior to joining Georgia Tech she held  positions at Cornell and Lehigh Universities and at IBM T.J. Watson Research Center. She attended Moscow University for her undergraduate studies and received her PhD degree from Columbia University. 

  Katya’s main research areas are related to developing practical algorithms (and their theoretical analysis) for various problems in continuous optimization, such as convex optimization, derivative free optimization, machine learning, quadratic programming, etc.

  She is an Informs Fellow, a recipient of the Lagrange Prize from  SIAM and MOS, the Farkas Prize from Informs Optimization Society and the Outstanding Simulation Publication award from Informs Simulation Society.   Katya is currently the editor-in-chief of Mathematics of Operations Research, and co-editor of Mathematical Programming. She is a Chair-Elect of the Mathematical Optimization Society.

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• Abstract

  TBD
• Biography

  TBD