Posts
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SCIP x Raspberry Pi: SCIP on Edge [random]
TL;DR: Running SCIP on a Raspberry Pi 4 with relatively moderate performance losses (compared to a standard machine) of a factor of 3-5 brings Integer Programming into the realm of Edge Computing.
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Universal Portfolios: how to (not) get rich [research]
TL;DR: How to (not) get rich? Running Universal Portfolios online with Online Convex Optimization techniques.
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Toolchain Tuesday No. 6 [random]
TL;DR: Part of a series of posts about tools, services, and packages that I use in day-to-day operations to boost efficiency and free up time for the things that really matter. This time around will be about privacy tools. Use at your own risk - happy to answer questions. For the full, continuously expanding list so far see here.
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Conditional Gradients and Acceleration [research]
TL;DR: This is an informal summary of our recent paper Locally Accelerated Conditional Gradients [CDP] with Alejandro Carderera and Jelena Diakonikolas, showing that although optimal global convergence rates cannot be achieved for Conditional Gradients [CG], acceleration can be achieved after a burn-in phase independent of the accuracy $\epsilon$, giving rise to asymptotically optimal rates, accessing the feasible region only through a linear minimization oracle.
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Cheat Sheet: Acceleration from First Principles [research]
TL;DR: Cheat Sheet for a derivation of acceleration from optimization first principles.
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Blended Matching Pursuit [research]
TL;DR: This is an informal summary of our recent paper Blended Matching Pursuit with Cyrille W. Combettes, showing that the blending approach that we used earlier for conditional gradients can be carried over also to the Matching Pursuit setting, resulting in a new and very fast algorithm for minimizing convex functions over linear spaces while maintaining sparsity close to full orthogonal projection approaches such as Orthogonal Matching Pursuit.
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Sharpness and Restarting Frank-Wolfe [research]
TL;DR: This is an informal summary of our recent paper Restarting Frank-Wolfe with Alexandre D’Aspremont and Thomas Kerdreux, where we show how to achieve improved convergence rates under sharpness through restarting Frank-Wolfe algorithms.
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Cheat Sheet: Subgradient Descent, Mirror Descent, and Online Learning [research]
TL;DR: Cheat Sheet for non-smooth convex optimization: subgradient descent, mirror descent, and online learning. Long and technical.
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Mixing Frank-Wolfe and Gradient Descent [research]
TL;DR: This is an informal summary of our recent paper Blended Conditional Gradients with Gábor Braun, Dan Tu, and Stephen Wright, showing how mixing Frank-Wolfe and Gradient Descent gives a new, very fast, projection-free algorithm for constrained smooth convex minimization.
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The Zeroth World [random]
TL;DR: On the impact of AI on society and economy and its potential to enable a zeroth world with unprecedented economic output.
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Toolchain Tuesday No. 5 [random]
TL;DR: Part of a series of posts about tools, services, and packages that I use in day-to-day operations to boost efficiency and free up time for the things that really matter. Use at your own risk - happy to answer questions. For the full, continuously expanding list so far see here.
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Cheat Sheet: Smooth Convex Optimization [research]
TL;DR: Cheat Sheet for smooth convex optimization and analysis via an idealized gradient descent algorithm. While technically a continuation of the Frank-Wolfe series, this should have been the very first post and this post will become the Tour d’Horizon for this series. Long and technical.
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Toolchain Tuesday No. 4 [random]
TL;DR: Part of a series of posts about tools, services, and packages that I use in day-to-day operations to boost efficiency and free up time for the things that really matter. Use at your own risk - happy to answer questions. For the full, continuously expanding list so far see here.
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Emulating the Expert [research]
TL;DR: This is an informal summary of our recent paper An Online-Learning Approach to Inverse Optimization with Andreas Bärmann, Alexander Martin, and Oskar Schneider, where we show how methods from online learning can be used to learn a hidden objective of a decision-maker in the context of Mixed-Integer Programs and more general (not necessarily convex) optimization problems.
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Toolchain Tuesday No. 3 [random]
TL;DR: Part of a series of posts about tools, services, and packages that I use in day-to-day operations to boost efficiency and free up time for the things that really matter. Use at your own risk - happy to answer questions. For the full, continuously expanding list so far see here.
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Cheat Sheet: Hölder Error Bounds for Conditional Gradients [research]
TL;DR: Cheat Sheet for convergence of Frank-Wolfe algorithms (aka Conditional Gradients) under the Hölder Error Bound (HEB) condition, or how to interpolate between convex and strongly convex convergence rates. Continuation of the Frank-Wolfe series. Long and technical.
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Toolchain Tuesday No. 2 [random]
TL;DR: Part of a series of posts about tools, services, and packages that I use in day-to-day operations to boost efficiency and free up time for the things that really matter. Use at your own risk - happy to answer questions. For the full, continuously expanding list so far see here.
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Cheat Sheet: Linear convergence for Conditional Gradients [research]
TL;DR: Cheat Sheet for linearly convergent Frank-Wolfe algorithms (aka Conditional Gradients). What does linear convergence mean for Frank-Wolfe and how to achieve it? Continuation of the Frank-Wolfe series. Long and technical.
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Training Neural Networks with LPs [research]
TL;DR: This is an informal summary of our recent paper Principled Deep Neural Network Training through Linear Programming with Dan Bienstock and Gonzalo Muñoz, where we show that the computational complexity of approximate Deep Neural Network training depends polynomially on the data size for several architectures by means of constructing (relatively) small LPs.
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Toolchain Tuesday No. 1 [random]
TL;DR: Part of a series of posts about tools, services, and packages that I use in day-to-day operations to boost efficiency and free up time for the things that really matter. Use at your own risk - happy to answer questions. For the full, continuously expanding list so far see here.
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Cheat Sheet: Frank-Wolfe and Conditional Gradients [research]
TL;DR: Cheat Sheet for Frank-Wolfe and Conditional Gradients. Basic mechanics and results; this is a rather long post and the start of a series of posts on this topic.
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Tractability limits of small treewidth [research]
TL;DR: This is an informal summary of our recent paper New Limits of Treewidth-based tractability in Optimization with Yuri Faenza and Gonzalo Muñoz, where we provide almost matching lower bounds for extended formulations that exploit small treewidth to obtain smaller formulations. We also show that treewidth in some sense is the only graph-theoretic notion that appropriately captures sparsity and tractability in a broader algorithmic setting.
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On the relevance of AI and ML research in academia [random]
TL;DR: Is AI and ML research in academia relevant and necessary? Yes.
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Collaborating online, in real-time, with math-support and computations [random]
TL;DR: Using atom + teletype + markdown as real-time math collaboration environment.
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