Student Seminar with Shuvomoy Das Gupta

We are pleased to welcome UofT alumnus and current MIT PhD candidate Shuvomoy Das Gupta as our first student seminar speaker of 2023. Please join us in person on January 9 for a coffee and his wonderful talk.

Branch-and-Bound Performance Estimation Programming: A Unified Methodology for Constructing Optimal Optimization Methods

When: January 9, 2023 at 3pm ET

Location: BA 1230

Abstract: 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. By directly confronting the nonconvexity, BnB-PEP offers significantly more flexibility and removes the many limitations of the prior methodologies. Our customized branch-and-bound algorithm, through exploiting specific problem structures, outperforms the latest off-the-shelf implementations by orders of magnitude, accelerating the solution time from hours to seconds and weeks to minutes. We apply BnB-PEP to several setups for which the prior methodologies do not apply and obtain methods with bounds that improve upon prior state-of-the-art results. Finally, we use the BnB-PEP methodology to find proofs with potential function structures, thereby systematically generating analytical convergence proofs. (Joint work with Prof. Bart Van Parys and Prof. Ernest K. Ryu)

Paper link:


Speaker Bio: 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. He obtained his M.A.Sc. from the ECE Department at the University of Toronto in 2016 and then worked as a researcher at the Research & Technology Department of Thales Canada for three years. His M.A.Sc. research on energy-efficient railway timetables has been applied to the largest installed base of communication-based train control systems worldwide. Previously, he obtained a Bachelor of Science in Electrical and Electronic Engineering from the Bangladesh University of Engineering and Technology.