### 1 — 08:30 — Sharpness and well-conditioning of nonsmooth convex formulations in statistical signal recovery

We study a sample complexity vs. conditioning tradeoff in modern signal recovery problems where convex optimization problems are built from sampled observations. We begin by introducing a set of condition numbers related to sharpness in

ell p norm or Schatten-p norms based on nonsmooth reformulations of a class of convex optimization problems, including sparse recovery, low-rank matrix sensing, covariance estimation, and (abstract) phase retrieval. In each of the recovery tasks, we show that the condition numbers become dimension independent constants once the sample size exceeds some constant multiple of the recovery threshold. Structurally, this result ensures that the inaccuracy in the recovered signal due to both observation noise and optimization error is well-controlled. Algorithmically, such a result ensures that a new first-order method for solving the class of sharp convex functions in a given ell-p norm or Schatten-p norm, when applied to the nonsmooth formulations, achieves nearly-dimension-independent linear convergence. Time permitting, we will give a detailed explanation of (i) the statistical model, (ii) how the model implies the restricted isometry property (RIP), (iii) how RIP implies good conditioning of the nonsmooth reformulations, and (iv) the convergence proof of the new first-order algorithm.

### 2 — 09:00 — Fast Nonconvex Matrix Estimation with Global Optimality Certification

We consider using gradient descent to minimize the nonconvex function $f(X)=\phi(XX^{T})$ over an $n\times r$ factor matrix $X$, in which $\phi$ is an underlying smooth convex cost function defined over $n\times n$ matrices. While only a second-order stationary point $X$ can be provably found in reasonable time, if $X$ is additionally \emph{rank deficient}, then its rank deficiency certifies it as being globally optimal. This way of certifying global optimality necessarily requires the search rank $r$ of the current iterate $X$ to be \emph{overparameterized} with respect to the rank $r^{\star}$ of the global minimizer $X^{\star}$. Unfortunately, overparameterization significantly slows down the convergence of gradient descent, from a linear rate with $r=r^{\star}$ to a sublinear rate when $r>r^{\star}$, even when $\phi$ is strongly convex. In this paper, we propose an inexpensive preconditioner that restores the convergence rate of gradient descent back to linear in the overparameterized case, while also making it agnostic to possible ill-conditioning in the global minimizer $X^{\star}$.

### 3 — 09:30 — cuPDLP: A GPU implementation of restarted primal-dual hybrid gradient for linear programming

We provide an affirmative answer to the long-standing question: Are GPUs useful in solving linear programming? We present cuPDLP, a GPU implementation of restarted primal-dual hybrid gradient (PDHG) for solving linear programming (LP). We show that this prototype implementation has comparable numerical performance on standard LP benchmark sets as Gurobi, a highly optimized implementation of the simplex and interior-point methods. Furthermore, we present the superior performance of cuPDLP with its CPU counterpart. This demonstrates the power of using GPUs in the optimization solvers.

### 4 — 10:00 — Top-K Ranking with a Monotone Adversary

In this talk, we address the top-$K$ ranking problem with a monotone adversary. We consider the scenario where a comparison graph is randomly generated and the adversary is allowed to add arbitrary edges. The statistician’s goal is then to accurately identify the top-$K$ preferred items based on pairwise comparisons derived from this semi-random comparison graph. The main contribution of this paper is to develop a weighted maximum likelihood estimator (MLE) that achieves near-optimal sample complexity, up to a $\log^2(n)$ factor, where $n$ denotes the number of items under comparison. This is made possible through a combination of analytical and algorithmic innovations. On the analytical front, we provide a refined $\ell_\infty$ error analysis of the weighted MLE that is more explicit and tighter than existing analyses. It relates the $\ell_\infty$ error with the spectral properties of the weighted comparison graph. Motivated by this, our algorithmic innovation involves the development of an semi-definite-program-based (SDP-based) approach to reweight the semi-random graph and meet specified spectral properties. Additionally, we propose a first-order method based on the Matrix Multiplicative Weight Update (MMWU) framework. This method efficiently solves the resulting SDP in nearly-linear time relative to the size of the semi-random comparison graph.