University of Minnesota
Date & Time
November 4, 2022, 2:00 pm – 3:00 pm
Title: Solving Non-(Clarke)-Regular Optimization Problems in Statistical Estimation and Operations Research
Abstract: Although we have witnessed growing interests from the continuous optimization community in the nonconvex and nonsmooth optimization problems, most of the existing work focus on the Clarke regular objective or constraints so that many computationally-friendly properties hold. In this talk, we will discuss the pervasiveness of the non-(Clarke) regularity in the modern operations research and statistical estimation problems due to the complicated composition of nonconvex and nonsmooth functions. Emphasis will be put on the difficulties brought by the non-regularity both in terms of the computation and the statistical inference, and our initial attempts to overcome them.