Department of Mathematics and Statistics

Department of Mathematics and Statistics
Department of Mathematics and Statistics

Control Theory Seminar

Friday, July 19th, 2019

Time: 2:30 p.m Place: Jeffery 110

Speaker: Alex Olshevsky (Boston University)

Title: Convergence Rates in Decentralized Optimization

Abstract: The widespread availability of copious amounts of data has created a pressing need to develop optimization algorithms which can work in parallel when input data is unavailable at a single place but rather spread throughout multiple locations. In this talk, we consider the problem of optimizing a sum of convex (not necessarily differentiable) functions in a network where each node knows only one of the functions; this is a common model which includes as particular cases a number of distributed regression and classification problems. Our main result is a distributed subgradient method which simultaneously achieves the optimal scalings both with time and the network size for this problem.

Alex Olshevsky received the B.S. degree in applied mathematics and the B.S. degree in electrical engineering from the Georgia Institute of Technology, Atlanta, GA, USA, both in 2004, and the M.S. and Ph.D. degrees in electrical engineering and computer science from the Massachusetts Institute of Technology, Cambridge, MA, USA, in 2006 and 2010, respectively. He is currently an Associate Professor with the Department of Electrical and Computer Engineering, Boston University, Boston, MA, USA. Dr. Olshevsky is a recipient of the National Science Foundation CAREER Award, the Air Force Young Investigator Award, the INFORMS Computing Society Prize for the best paper on the interface of operations research and computer science, and a Society for Industrial and Applied Mathematics (SIAM) Award for annual paper from the SIAM Journal on Control and Optimization chosen to be reprinted in SIAM Review.