Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day.

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Presentation transcript:

Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

Western General Hospital ( Creutzfeldt-Jakob Disease) Arup (Truss Topology Design) Ministry of Defence dstl lab (Algorithms for Data Simplicity) Royal Observatory (Optimal Planet Growth)

GOD’S Algorithm = Teleportation

If you are not a God... x0x0 x1x1 x2x2 x3x3

4-Dial Lock F : {0,1,...,9} 4 R Combination maximizing F opens the lock

BIG DATA

How to Open a Lock with Billion Interconnected Dials? F : R 1,000,000,000 R

Parallel Coordinate Descent

Theory vs Reality

Research Paper

Algorithms

Probability

Inequalities

Complexity

TOOLS Probability Machine LearningMatrix Theory HPC