Reading Group

This is a reading group discussing problems from applied math. Topic varies from numerical analysis to optimization and operations research, etc.

Group Member

• Dawei Li (Ph.D. student, UIUC)
  Research interest: Nonconvex optimization

• Honglin Yuan (Ph.D. student, Stanford University)
  Research interest: Numerical optimization, randomized algorithms and theoretical computer science

• Shengchao Lin (Ph.D. student, Rice University)
  Research interest: Numerical analysis and algorithm for nonlinear and large-scale problems

• Luze Xu (Ph.D. student, University of Michigan)
  Research interest: Optimization theories

• Xiaoyi Gu (Ph.D. student, Georgia Institute of Technology)
  Research interest: Nonconvex optimization

• Yaqi Duan (Ph.D. student, Princeton University)
  Research interest: Optimization and reinforcement learning

Guest Speaker

• Kailai Xu (Ph.D. student, Stanford University)
  Research interest: Optimization, linear algebra, numerical PDE, Monte Carlo, etc.

Presentation

• May 06, 2018
  On the Local Minima Free Condition of Backpropagation Learning
  Presenter: Dawei Li

• May 14, 2018
  Exact Augmented Lagrangian Duality for Mixed Integer Programming
  Presenter: Xiaoyi Gu

• May 30, 2018
  Introduction to Implicit Constraint Optimization
  Presenter: Shengchao Lin

• Jun 21, 2018
  More Virtuous Smoothing
  Presenter: Luze Xu

• Jul 23, 2018
  Adaptive Low-Rank Approximation for State Aggregation of Markov Chain
  Presenter: Yaqi Duan

• Aug 07, 2018
  Exact Augmented Lagrangian Duality for Mixed Integer Programming Ver.2
  Presenter: Xiaoyi Gu

• Aug 15, 2018
  Introduction to Parareal algorithm
  Presenter: Shengchao Lin

• Oct 27, 2018
  Total Unimodular Matrix
  Presenter: Luze Xu

• Nov 10, 2018
  Temporal Difference Learning and A Finite Time Analysis with Linear Approximation
  Presenter: Dawei Li

• Dec 02, 2018
  Acceleration Theory: Convex and Nonconvex (Part I)
  Presenter: Honglin Yuan

• Dec 16, 2018
  Over-Parameterized Deep Neural Networks Have No Strict Local Minima For Any Continuous Activations
  Presenter: Dawei Li

• Jan 26, 2019
  State Aggregation Learning From Markov Transition Data
  Presenter: Yaqi Duan

• Apr 07, 2019
  On Proximity For Pure Integer Linear Optimization
  Presenter: Luze Xu

• Jun 16, 2019
  Adversarial Numerical Analysis
  Presenter: Kailai Xu

• Jun 27, 2019
  Parareal-Based Preconditioners for Linear-Quadratic Optimal Control Problems
  Presenter: Shengchao Lin

• Nov 21, 2019
  Sub-Optimal Local Minima Exist for Almost All Over-parameterized Neural Networks
  Presenter: Dawei Li

• Jun 25, 2020
  Improving proximity bounds using sparsity
  Presenter: Luze Xu