Theo Diamandis

Talks:

14:50 UTC

Fast Convex Optimization with GeNIOS.jl

07/28/2023, 2:50 PM3:00 PM UTC
32-155

We introduce GeNIOS.jl, a package for large-scale data-driven convex optimization. This package leverages randomized numerical linear algebra and inexact subproblem solves to dramatically speed up the alternating direction method of multipliers (ADMM). We showcase performance on a logistic regression problem and a constrained quadratic program. Finally, we show how this package can be extended to almost any convex optimization problem that appears in practice.

Platinum sponsors

JuliaHub

Gold sponsors

ASML

Silver sponsors

Pumas AIQuEra Computing Inc.Relational AIJeffrey Sarnoff

Bronze sponsors

Jolin.ioBeacon BiosignalsMIT CSAILBoeing

Academic partners

NAWA

Local partners

Postmates

Fiscal Sponsor

NumFOCUS