Shuvomoy Das Gupta
Shuvomoy Das Gupta is a fourth-year Ph.D. student at the MIT Operations Research Center. His research focuses on developing efficient algorithms for large-scale optimization and machine learning.
Session
07-28
11:40
10min
Constructing Optimal Optimization Methods using BnB-PEP
Shuvomoy Das Gupta
We present the Branch-and-Bound Performance Estimation Programming (BnB-PEP), a unified methodology for constructing optimal first-order methods for convex and nonconvex optimization. BnB-PEP poses the problem of finding the optimal optimization method as a nonconvex but practically tractable quadratically constrained quadratic optimization problem and solves it to certifiable global optimality using a customized branch-and-bound algorithm.
JuMP
32-155