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Average-case complexity without the black swans

Speaker: 
Dennis Amelunxen
Institution: 
City University of Hong Kong
Schedule: 
Tuesday, June 28, 2016 - 14:00 to 16:00
Location: 
A-133
Abstract: 

We introduce the concept of weak average-case analysis as an attempt toachieve theoretical complexity results that are closer to practical experiencethan those resulting from traditional approaches. The underlying paradigmis accepted in other areas such as non-asymptotic random matrix theoryand compressive sensing, and has a particularly convincing interpretationin the most common situation encountered for condition numbers, where itamounts to replacing a null set of ill-posed inputs by a "numerical null set".We illustrate the usefulness of these notions by considering three settings:(1) condition numbers that are inversely proportional to a distance of ahomogeneous algebraic set of ill-posed inputs; (2) Renegar's condition numberfor conic optimization; (3) the running time of power iteration for computinga leading eigenvector of a Hermitian matrix.  Joint work with Martin Lotz

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