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UID:20260610T164422EDT-70808v0ewX@132.216.98.100
DTSTAMP:20260610T204422Z
DESCRIPTION:Convex Duality Theory\n\nWe begin by reviewing a few elementary
  constructions in convex analysis before presenting the modern approach to
  convex duality theory based on the infimal projection of convex perturbat
 ion functions. This approach reveals the deep connections to the sensitivi
 ty theory for optimal value functions. Familiar examples are reviewed as w
 ell as their connections to Lagrange multiplier theory. We then introduce 
 the more recent notion of gauge functions and gauge duality\, and show how
  gauge duality can be derived using a perturbations analysis. The perturba
 tion approach yields for the first time a sensitivity theory for gauge dua
 lity. Again\, we illustrate the theory with familiar examples. Finally\, w
 e introduce perspective functions and a corresponding new notion of dualit
 y called emph{perspective duality}. Applications of each of these approach
 es to duality to modern problems in numerical convex optimization are disc
 ussed\, and a few numerical studies are presented. This talk is based on j
 oint work with Sasha Aravkin\, Dima Drusvyatskiy\, Michael Friedlander\, a
 nd Kellie MacPhee. Partial funding for this research was provided by the N
 ational Science Foundation of the United States.\n
DTSTART:20170220T210000Z
DTEND:20170220T220000Z
LOCATION:room 1205\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:James Burke\, University of Washington
URL:https://www.mcgill.ca/mathstat/channels/event/james-burke-university-wa
 shington-266417
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