Numerical Analysis seminars
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November 2026
Decision-Focused Scenario Learning for Contextual Stochastic Programming
Tito Homem-de-Mello· School of Business, Universidad Adolfo Ibañez
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
Machine LearningApplied MathematicsSeries: EURO Online Seminar Series on Operational Research and Machine Learning
Recent recordings
44 recorded talksTropical quantum field theory
Michael Borinsky· Perimeter Institute for Theoretical Physics
Michael Borinsky introduces tropical quantum field theory as a simpler deformation limit that preserves useful information about an interacting theory. Its numerical algorithm computes massive-scalar perturbation theory with runtime polynomial in loop order and external-leg count, avoiding the factorial growth of a Feynman-diagram expansion and making very high loop orders feasible. Geometrically, amplitudes become volumes of graph-moduli spaces, whose recursions resemble those for Weil–Petersson volumes. The talk connects the limiting construction, geometry and algorithm.
Recorded
Video · 1 h 8 minTheoretical PhysicsComputational PhysicsSeries: Perimeter Institute for Theoretical Physics
Property (T), sums of square and numerical certificates
Piotr Nowak· Institute of Mathematics of the Polish Academy of Sciences
This introduction connects Kazhdan's property T with algebraic spectral gaps for a group Laplacian. Numerical searches for sum-of-squares expressions can suggest proofs, while certification converts approximate solutions into exact mathematical conclusions. Examples include new proofs for integer special linear groups and results for automorphism groups of free groups.
Recorded
Video · 1 h 36 min · CaptionsAlgebraComputational MathematicsSeries: Simons Institute for the Theory of Computing
Unbiased stochastic queries can support sampling whose cost grows only polylogarithmically with inverse target error. This talk applies the framework to diffusion generation with sufficiently accurate score estimates and to log-concave sampling with subexponential gradient noise. The latter result contrasts with stochastic convex optimization, where even simple additive noise can require polynomially many queries.
Recorded
Video · 45 min · CaptionsComputational MathematicsComputational StatisticsSeries: Simons Institute for the Theory of Computing
Asynchronous Methods on AMD GPU-Based Systems
Katarzyna Swirydowicz· Advanced Micro Devices (AMD)
Katarzyna Swirydowicz uses an asynchronous solver on an AMD system to examine the practical implementation of computational linear algebra across CPUs and GPUs. The talk introduces the relevant computational ideas, programming models, and software tools, then considers how algorithmic structure interacts with hardware capabilities. This case study illustrates both the opportunities and implementation challenges of asynchronous methods for large-scale scientific computing on GPU-accelerated systems.
Recorded
RecordingComputational MathematicsLinear AlgebraSeries: Institute for Computational and Experimental Research in Mathematics (ICERM), Brown University
Relaxed gradient-type descent methods
Yousef Saad· University of Minnesota
Yousef Saad examines relaxed gradient descent for large-scale optimization. Relaxing the optimal step length in Cauchy's steepest descent avoids its characteristic zigzag behavior and can bring the search direction close to an eigenvector of the Hessian. Once that alignment is sufficiently accurate, properties of the Lanczos method can accelerate convergence. The talk analyzes several such strategies and illustrates them in global minimization of strictly convex functions, retaining the simplicity and low memory requirements that make gradient methods attractive for machine learning.
Recorded
RecordingApplied MathematicsComputational MathematicsSeries: Institute for Computational and Experimental Research in Mathematics (ICERM), Brown University
Multigrid methods on high performance computers
Matthias Bolten· Bergische Universität Wuppertal
Matthias Bolten discusses the scalability of multigrid solvers for linear systems arising from discretized partial differential equations. On modern supercomputers, heterogeneous CPUs and GPUs and the widening gap between computation, network, and memory speeds complicate parallelization. Classical multigrid analysis relies on tightly coupled multiplicative components, whereas additive and asynchronous variants relax this coupling. The talk compares approaches to improving high-performance multigrid scalability, including asynchronous execution.
Recorded
RecordingComputational MathematicsParallel ComputingSeries: Institute for Computational and Experimental Research in Mathematics (ICERM), Brown University