OSQP: An Operator Splitting Solver for Quadratic Programs
Abstract
We develop a general purpose solver for quadratic programs based on operator splitting. We introduce a novel splitting that requires the solution of a quasi-definite linear system with the same coefficient matrix in each iteration. The resulting algorithm is very robust, and once the initial factorization is carried out, division free; it also eliminates requirements on the problem data such as positive definiteness of the objective function or linear independence of the constraint functions. Moreover, it is able to detect primal or dual infeasible problems providing infeasibility certificates. The method supports caching the factorization of the quasi-definite system and warm starting, making it efficient for solving parametrized problems arising in finance, control, and machine learning. Our open-source C implementation OSQP has a small footprint and is library-free. Numerical benchmarks on problems arising from several application domains show that OSQP is typically 10x faster than interior-point methods, especially when factorization caching or warm start is used.
This is joint work with Goran Banjac, Paul Goulart, Alberto Bemporad and Stephen Boyd
On some problems in random geometry and PDE's
Abstract
We consider a couple of problems belonging to Random Geometry, and describe some new analytical challenges they pose for planar PDE's via Beltrami equations. The talk is based on joint work with various people including K. Astala, P. Jones, A. Kupiainen, Steffen Rohde and T. Tao.
Unbounded derived categories and the finitistic dimension conjecture.
Abstract
Abstract: If A is a finite dimensional algebra, and D(A) the unbounded
derived category of the full module category Mod-A, then it is
straightforward to see that D(A) is generated (as a "localizing
subcategory") by the indecomposable projectives, and by the simple
modules. It is not so obvious whether it is generated by the
indecomposable injectives. In 2001, Keller gave a talk in which he
remarked that"injectives generate" would imply several of the well-known
homological conjectures, such as the Nunke condition and hence the
generalized Nakayama
conjecture, and asked if there was any relation to the finitistic
dimension conjecture. I'll show that an algebra that satisfies "injectives
generate" also satisfies the finitistic dimension conjecture and discuss
some examples. I'll present things in a fairly concrete way, so most of
the talk won't assume much knowledge of derived categories.
On Hochschild cohomology and global/local structures
Abstract
Abstract: In this talk I will discuss the interplay between the local and
the global invariants in modular representation theory with a focus on the
first Hochschild cohomology $\mathrm{HH}^1(B)$ of a block algebra $B$. In
particular, I will show the compatibility between $r$-integrable
derivations
and stable equivalences of Morita type. I will also show that if
$\mathrm{HH}^1(B)$ is a simple Lie algebra such that $B$ has a unique
isomorphism class of simple modules, then $B$ is nilpotent with an
elementary abelian defect group $P$ of order at least 3. The second part
is joint work with M. Linckelmann.
Quivers and Conformal Field Theory: preprojective algebras and beyond.
Abstract
Abstract: I will describe how the ADE preprojective algebras appear in
certain Conformal Field Theories, namely SU(2) WZW models, and explain
the generalisation to the SU(3) case, where 'almost CY3' algebras appear.
New varieties for algebras
Abstract
Abstract: In this talk, we will introduce new affine algebraic varieties
for algebras given by quiver and relations. Each variety contains a
distinguished element in the form of a monomial algebra. The properties
and characteristics of this monomial algebra govern those of all other
algebras in the variety. We will show how amongst other things this gives
rise to a new way to determine whether an algebra is quasi-hereditary.
This is a report on joint work both with Ed Green and with Ed Green and
Lutz Hille.
A McKay correspondence for reflection groups.
Abstract
Abstract: This is joint work with Ragnar-Olaf Buchweitz and Colin Ingalls.
The classical McKay correspondence relates the geometry of so-called
Kleinian surface singularities with the representation theory of finite
subgroups of SL(2,C). M. Auslander observed an algebraic version of this
correspondence: let G be a finite subgroup of SL(2,K) for a field K whose
characteristic does not divide the order of G. The group acts linearly on
the polynomial ring S=K[x,y] and then the so-called skew group algebra
A=G*S can be seen as an incarnation of the correspondence. In particular
A is isomorphic to the endomorphism ring of S over the corresponding
Kleinian surface singularity.
Our goal is to establish an analogous result when G in GL(n,K) is a finite
subgroup generated by reflections, assuming that the characteristic
of K does not divide the order of the group. Therefore we will consider a
quotient of the skew group ring A=S*G, where S is the polynomial ring in n
variables. We show that our construction yelds a generalization of
Auslander's result, and moreover, a noncommutative resolution of the
discriminant of the reflection group G.
On endotrivial modules for finite reductive groups.
Abstract
Abstract: Joint work with Carlson, Grodal, Nakano. In this talk we will
present some recent results on an 'important' class of modular
representations for an 'important' class of finite groups. For the
convenience of the audience, we'll briefly review the notion of an
endotrivial module and present the main results pertaining endotrivial
modules and finite reductive groups which we use in our ongoing work.
Representations and cohomology of finite group schemes and finite supergroup schemes.
Abstract
I shall describe recent work with Srikanth Iyengar, Henning
Krause and Julia Pevtsova on the representation theory and cohomology
of finite group schemes and finite supergroup schemes. Particular emphasis
will be placed on the role of generic points, detection of projectivity
for modules, and detection modulo nilpotents for cohomology.