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Lorenzo Orecchia

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Continuous Methods 1Bridging Continuous and Discrete Optimization Boot Camp 20172017-08-21
Asserts that designing first-order algorithms from continuous dynamics plus conjugate duality yields a mechanical recipe: pick mirror map via conjugate…
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Continuous Methods 2Bridging Continuous and Discrete Optimization Boot Camp 20172017-08-21
Claims that continuous-time gap invariants plus two discretization recipes produce accelerated O(1/T^2) convergence for convex problems, with concrete…
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Continuous Methods 3Bridging Continuous and Discrete Optimization Boot Camp 20172017-08-21
Shows that a submodular set function has a convex continuous extension via the Lovász extension and a dual base polytope whose linear optimization costs O(n…
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Continuous Methods 4Bridging Continuous and Discrete Optimization Boot Camp 20172017-08-21
Compares two greedy online algorithms — sequential greedy (Frank‑Wolfe/forward Euler style) and simultaneous greedy (implicit/backward update) — and proves…
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First-Order Optimization and Online Learning Techniques in the Design of Fast Spectral AlgorithmsFast Algorithms via Spectral Methods 20142014-12-01
First-order iterative methods combine multiplicative weight updates and gradient descent (plus regularizers like entropy or sqrt(p)) to convert Laplacian-based…
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