Mini-Course: Variational Analysis and Distributionally Robust Optimization in Learning

Mini-Course: Variational Analysis and Distributionally Robust Optimization in Learning

Time:

Venue/Location: Vietnam Institute for Advanced Study in Mathematics (VIASM), 161 Huynh Thuc Khang Street, Hanoi

Objective: The program integrates variational analysis and distributional robustness to address challenges in optimization and learning. Its primary goal is to equip participants with fundamental principles of constrained optimization, such as classical mean-variance portfolio construction and distributionally robust optimization (DRO) technique for managing model uncertainty. The scientific content emphasizes the development of efficient algorithms for large-scale problems, including the HPR-QP method for quadratic programming, alternating minimization (AltMin) for matrix recovery, and low-rank convex clustering for matrix-valued data.

Organizing Committee:

  • Le Minh Ha, VIASM, Vietnam;
  • Chu Thi Mai Hong, VinUniversity, Vietnam.

Lecturers: 

  • Xin Yee Lam, National University of Singapore;
  • Xinyuan Zhao, Beijing University of Technology, China;
  • Yangjing Zhang, Chinese Academy of Sciences;
  • Meixia Lin, Singapore University of Technology and Design.

Expected participants: Undergraduate and Graduate Students, Applied Math & Computer Science Research Group.

Format: In person

Language: English

Registration:

Registration: Here

Registration is free but compulsory. 

Deadline: June 25, 2026

Contact: Tran Thuy Linh (VIASM), ttlinh@viasm.edu.vn