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Tito Homem-de-Mello presents decision-focused learning for two-stage stochastic optimization conditioned on contextual data. Recent theory shows that some two-stage stochastic linear programs can be solved using a single, initially unknown scenario. The talk establishes when learned scenario generators induce optimal policies and why one scenario component outside the observed support can suffice. A log-barrier smoothing operator makes that learning possible. The resulting method draws on interior-point optimization and is evaluated on standard contextual stochastic-programming benchmarks.
Mon, Nov 30 · 15:30 UTC · Online
Paritosh Ramanan presents algorithm–hardware co-design for reliable linear algebra and optimization on resistive-memory in-memory computing systems. The distributed MELISO simulation framework supports multiple hardware models, while multilevel error correction makes noisy, low-energy devices useful for matrix-vector multiplication. Simulations report energy improvements of up to five orders of magnitude and latency reductions of up to two for high-dimensional linear algebra. A distributed primal-dual hybrid gradient solver for linear programs combines convergence analysis under device noise with simulated gains of up to two orders in latency and three in energy over GPU baselines on medium-scale problems. Preliminary randomized Kaczmarz results use online signal-to-noise estimates to select rows, comparing this strategy with offline alternatives. The talk closes with open problems in in-memory computation.
Recorded
Aaron Sidford introduces recent advances towards nearly linear-time algorithms for fundamental computational problems. Examples include matching, maximum flow, minimum cuts, linear systems and linear programming. The lecture explains how continuous optimisation, dynamic data structures and sketching interact, often transferring techniques between apparently different settings.
Recorded