Speaker: Juan José Maulén

Center for Mathematical Modeling, U. de Chile

Date: Tuesday, May 19, 2026 at 2:00 p.m. Santiago time

Abstract:

Optimization algorithms are essentially discrete iterative procedures. However, many of them can be derived from continuous dynamical systems through suitable discretization schemes. In this talk, we explore this perspective in the context of primal–dual optimization methods for constrained and saddle-point problems. We introduce the idea of proximal operators, explain how different discretizations lead to different algorithms, and compare the resulting methods in numerical instances.

Venue: Sala John Von Neumann, 7th floor, Beauchef 851