Description

N&O seminar: Christopher Hojny (TU Darmstadt)

Everyone is welcome to attend the public lecture of Christopher Hojny (TU Darmstadt) withe the title 'Strong IP Formulations Need Large Coefficients'.

Abstract:

The development of practically well-behaving integer programming formulations is an important aspect of solving linear optimization
problems over a set of binary points. In practice, one is often interested in strong integer formulations with additional properties,
e.g., bounded coefficients to avoid numerical instabilities.

To measure the strength of an integer formulation, I introduce the concept of 1/lambda-relaxations. 1/lambda-relaxations generalize
classical integer formulations to refinements of the integer lattice by a factor of 1/lambda. After pointing out how 1/lambda-relaxations arise naturally for the stable set problem, I present a lower bound on the size of coefficients in any 1/lambda-relaxation of a binary set. Using this bound, I show, among others, that strong integer formulations of the stable set problem need, in general, coefficients that grow linearly in the size of the underlying graph. For knapsack problems, I demonstrate that exponentially large coefficients may be necessary in any strong integer formulation. Thus, strong integer formulations need large coefficients in general.

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N&O seminar: Adrien Taylor (ENS Paris)

Everyone is welcome to attend the N&O lecture of Adrien Taylor (ENS Paris) with the title 'Computer-aided worst-case analyses and design of first-order methods'.

Abstract:

In this presentation, we will provide a high-level overview of recent approaches for analyzing and designing first-order methods using symbolic computations and/or semidefinite programming. A particular emphasis will be given to the "performance estimation" approach, which enjoys comfortable tightness guarantees: the approach fails only when the target results are impossible to prove. In particular, it allows obtaining (tight) worst-case guarantees for fixed-step first-order methods involving a variety of oracles - that includes explicit, projected, proximal, conditional, inexact, or stochastic (sub)gradient steps - and a variety of convergence measures.

The presentation will be example-based, as the main ingredients necessary for understanding the methodologies are already present in the analysis of the vanilla gradient method. For convincing the audience, we will provide other examples that include novel (100% computer-generated) analyses of the Douglas-Rachford splitting, and of a variant of the celebrated conjugate gradient method.

The methodology is implemented within the package "PESTO" (for "Performance EStimation TOolbox", available at https://github.com/AdrienTaylor/Performance-Estimation-Toolbox), which allows using the framework without any tedious semidefinite programming modelling step.

The talk is based on joint works with great collaborators: François Glineur (UCLouvain), Julien Hendrickx (UCLouvain), Etienne de Klerk (Tilburg/TU Delft), Yoel Drori (Google), Pontus Giselsson (Lund), Carolina Bergeling (Lund), Ernest Ryu (UCLA), Laurent Lessard (Wisconsin-Madison), Bryan Van Scoy (Wisconsin-Madison), and Francis Bach (Inria/ENS Paris).

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Early bird registration NMC 2019: deadline 31 December 2019

On April 23-24, 2019, the Dutch Mathematical Congress (NMC 2019) will be held in the Congress Centre Koningshof  (located in Veldhoven, close to Eindhoven).
  
Given the success of the first "NMC new style" earlier this year, we hope that in 2019 there will be even more participants. Once again we have compiled a very attractive programme with the following ingredients:
Plenary lectures by Barbara Gentz, Jan Hesthaven, Gábor Lugosi and Anke van Zuylen
Parallel sessions by the Gravitation programmes Networks and Quantum Software Consortium, and of pairs of clusters inspired by the new topics in the “Sectorplan”
A strategy session on the cluster evaluation and the “Sectorplan”
Speed dates with industry
Poster prize, KWG prize for PhD students, the Stieltjes prize and the new “innovation” prize for MSc students
Social programme with dinner and dance performance based on the ‘spurs of Lehmer’

The "early bird" registration period, giving you a discount of € 50,-,  ends December 31st, so register now!  
 
You can find more information and a link to the registration form.
 
With regards,
On behalf of the organising committee,
  
Evgeny Verbitsky (chair)

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