VADOR Events Calendar

We frequently host one off lectures on topics relating to variational analysis, dynamics and operations research.  In term-time, we host different speakers at our weekly AKOR seminar.  Seminars take place most Thursdays in Sem. R. DB gelb 04. For 25/26 the start-time will move to 4pm.  Once a month, the AKOR seminar will be replaced by the Vienna Seminar on Optimization, opens an external URL in a new window - a joint venture with Radu Bot and Yurii Malitskyi of the University of Vienna

We organise the Viennese Conference on Optimal Control and Dynamic Games, typically every three years.  VC2025 took place in July 2025.  For further details on this conference, and its forerunners, please visit the VC2025, opens an external URL in a new window website.

Topics and speakers for all forthcoming events will be posted below.

07. September 2023, 15:59 until 18:00

AKOR Seminar: Alternating minimization and some generalizations of convexity

Seminar

Pierre-Cyril Aubin, TU Wien

I will present my recent research in going beyond the quadratic cost in optimization, by replacing it with a general cost function. With Flavien Léger (INRIA Paris), we unveiled in arxiv.org/abs/2305.04917 a new class of gradient-type optimization methods that extends vanilla gradient descent, mirror descent, Riemannian gradient descent, and natural gradient descent. Our approach involves constructing a surrogate for the objective function in a systematic manner, based on a chosen cost function. This surrogate is then minimized using an alternating minimization scheme. Using optimal transport theory we establish convergence rates based on generalized notions of smoothness and convexity. We provide local versions of these two notions when the cost satisfies a condition known as nonnegative cross-curvature. In particular our framework provides the first global rates for natural gradient descent and Newton's method. For a quick read of arxiv.org/abs/2305.04917 I recommend reading the summary p4-6 and then look for your favorite algorithm (mirror, Riemannian, etc) in Section 4. 

Calendar entry

Event details

Event location
Sem. R. DB 04
1040 Wien
Organiser
VADOR
vador@tuwien.ac.at
More Information
https://arxiv.org/abs/2305.04917
Public
No
Entrance fee
No
Registration required
No

07. September 2023, 15:59 until 18:00

AKOR Seminar: Alternating minimization and some generalizations of convexity

Seminar

Pierre-Cyril Aubin, TU Wien

I will present my recent research in going beyond the quadratic cost in optimization, by replacing it with a general cost function. With Flavien Léger (INRIA Paris), we unveiled in arxiv.org/abs/2305.04917 a new class of gradient-type optimization methods that extends vanilla gradient descent, mirror descent, Riemannian gradient descent, and natural gradient descent. Our approach involves constructing a surrogate for the objective function in a systematic manner, based on a chosen cost function. This surrogate is then minimized using an alternating minimization scheme. Using optimal transport theory we establish convergence rates based on generalized notions of smoothness and convexity. We provide local versions of these two notions when the cost satisfies a condition known as nonnegative cross-curvature. In particular our framework provides the first global rates for natural gradient descent and Newton's method. For a quick read of arxiv.org/abs/2305.04917 I recommend reading the summary p4-6 and then look for your favorite algorithm (mirror, Riemannian, etc) in Section 4. 

Calendar entry

Event details

Event location
Sem. R. DB 04
1040 Wien
Organiser
VADOR
vador@tuwien.ac.at
More Information
https://arxiv.org/abs/2305.04917
Public
No
Entrance fee
No
Registration required
No