Comments and questions about the seminar may be directed to Jim Burke during the Autumn quarter (burke@math.washington.edu).

If Jim Burke is unavailable, please contact Paul Tseng.

This seminar may be taken by UW students for credit as Math 530D.

Schedule

• Date: Tuesday, October 10, 2:30pm
  Speaker: Stan Uryasev, Director of the Risk Management and Financial Engineering Lab, University of Florida
  Joint presentation with Alex Nakonechni and Craig Friedman
  Place: Padelford C-36
  Title: Credit Risk Measures and Structured Finance
  

• Date: Tuesday, October 17, 2:35pm
  Speaker: Yeongcheon Baek, Graduate Student Mathematics, UW
  Place: Padelford C-36
  Title: An Interior Point Approach to Constrained Nonparametric Mixture Models
  

• Date: Tuesday, October 24, 2:35pm
  Speaker: Rafal Goebel, Mathematics, UW
  Place: Padelford C-36
  Title: Some self-dual operations on convex functions
  

• Date: Thursday, October 31, 2:35pm
  Speaker: Archis Ghate, Department of Industrial Engioneering University of Washington
  Place: Padelford C-36
  Title: Infinite Linear Programs: Basic Feasible Solutions, Duality Theory, and a Simplex Method
  

• Date: Tuesday, November 7, 2:35pm
  Speaker: Paul Tseng , UW Mathematics
  Place: Padelford C-36
  Title: Bi-level Convex Optimization
  

• Date: Tuesday, November 14, 2:35pm
  Speaker: Sangwoon Yun, Graduate Student, Mathematics, UW
  Place: Padelford C-36
  Title: A coordinate Gradient Descent method for Nonsmooth Separable Minimization and Support Vector Machines
  

• Date: Tuesday, November 21, 2:35pm
  Speaker: Linda Xu, Graduate Student, Mathematics, UW
  Place: Padelford C-36
  Title: A Review of L-BFGS-B and TRON, Two Popular Algorithmns for Solving Large-Scale Box-Constrained Optimization Problems
  

• Date: Tuesday, November 28, 2:35pm
  Speaker: Qiuying Lin, Graduate Student Mathematics, UW
  Place: Padelford C-36
  Title: Variable Selection via the Bridge Regression
  
  

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  Mathematics Department University of Washington