Photo Sebastian Stich

Sebastian U. Stich

mail: sebastian.stich@uclouvain.be
address: Université catholique de Louvain, CORE, Voie du Roman Pays 34 bte L1.03.01, B-1348 Louvain-la-Neuve, Belgium

I am a post-doctoral researcher at UCL
and member of the Center for Operations Research and Econometrics (CORE) and member of the Institute of Information and Communication Technologies, Electronics and Applied Mathematics (ICTEAM).
Until Sep 30, 2014, I was a PHD student in Prof. Emo Welzl's research group, supervised by Prof. Bernd Gärtner and Christian Lorenz Müller.
Until Jun 31, 2012, I was also member of Prof. Ivo Sbalzarini's MOSAIC group. The group now moved to TU Dresden.

Research:

Scientific interests:

  • complexity analysis of (randomized) optimization algorithms
  • optimization algorithms for high-dimensional and/or structured problems

Publications:

Refereed Publications:

Variable Metric Random Pursuit (with Christian Lorenz Müller and Bernd Gärtner)
Mathematical Programming 156(1), 549-579, 2016.
On two continuum armed bandit problems in high dimensions (with Hemant Tyagi and Bernd Gärtner)
Theory of Computing Systems 58:1 191-222, 2016.
On low complexity Acceleration Techniques for Randomized Optimization
In: PPSN XIII, Springer, 130-140, 2014.
Optimization of Convex Functions with Random Pursuit (with Christian Lorenz Müller and Bernd Gärtner)
SIAM Journal on Optimization 23:2, 1284-1309, 2013.
On spectral invariance of Randomized Hessian and Covariance Matrix Adaptation schemes (with Christian Lorenz Müller)
In: PPSN XII, Springer, 448-457, 2012.
On Two Problems Regarding the Hamiltonian Cycle Game (with Dan Hefetz)
The Electronic Journal of Combinatorics, Volume 16(1), 2009.

Drafts / Submitted / Various:

Efficiency of accelerated coordinate descent method on structured optimization problems (with Y. Nesterov)
submitted, 2016.
Stochastic continuum armed bandit problem of few linear parameters in high dimensions (with Hemant Tyagi and Bernd Gärtner)
Technical Report, 2013.
Random Pursuit in Hilbert Space (with Bernd Gärtner)
Technical Report, CGL-TR-88, 2013.
Matrix-valued Iterative Random Projections (with Christian Lorenz Müller and Bernd Gärtner)
Technical Report, CGL-TR-87, 2013.

Theses:

Convex Optimization with Random Pursuit,
PhD thesis in Theoretical Computer Science, ETH Zurich, 2014.
(Advisors: Bernd Gärtner and Christian Lorenz Müller, Co-Examinors: Yurii Nesterov and Emo Welzl)
Graph sparsification and applications,
Master thesis in Mathematics, ETH Zurich, March 2010.
On two problems regarding the Hamilton Cycle Game,
Bachelor thesis in Mathematics, ETH Zurich, July 2008.

Talks / Posters / Workshops:

7-12 February 2016, Optimization Without Borders - dedicated to the 60th birthday of Yuri Nesterov, Les Houches, France
Efficient Methods for a Class of Truss Topology Design Problems
28-29 January 2016, 30th annual conference of the Belgian Operational Research Society (ORBEL), Louvain-la-Neuve, Belgium
23 November 2015, IAP DYSCO Study Day: Dynamical systems, control and optimization, Leuven, Belgium
26 October - 20 November 2015, SOCN Grad Course: Randomized algorithms for big data optimization, Louvain-la-Neuve, Belgium
Accelerated Random Search
8-10 July 2015, 13th EUROPT Workshop on Advances in Continuous Optimization, Edinburgh, UK
1-5 June 2015, 13th Gremo Workshop on Open Problems, Feldis, Switzerland
Solving generalized Laplacian linear systems
1 June 2015, 8th Combinatorial Algorithms Day, Zürich, Switzerland
6-8 May 2015, Optimization and Big Data 2015, Workshop, Trek and Colloquium, Edinburgh, UK
12 November 2014, IAP DYSCO Study Day: Dynamical systems, control and optimization, Gent, Belgium
30 June - 4 July 2014, 12th Gremo Workshop on Open Problems, Val Sinestra, Switzerland
30 June 2014, 7th Combinatorial Algorithms Day, Zürich, Switzerland
Probabilistic Estimate Sequences
4 April 2014, Workshop on Theory of Randomized Search Heuristics (ThRaSH) 2014, Jena, Germany
Probabilistic Estimate Sequences
25 March 2014, TAO reserach seminar, INRIA Saclay, Île-de-France, France
Natural Gradient in Evolution Strategies
17 October 2013, Mittagsseminar
Optimization and Learning with Random Pursuit
2 October 2013, CG Learning Review Meeting, Athens, Greece
30 June - 5 July 2013, Dagstuhl Seminar "Theory of Evolutionary Algorithms", Wadern, Germany
24-28 June 2013, 11th Gremo Workshop on Open Problems, Alp Sellamatt, Switzerland
24 June 2013, 6th Combinatorial Algorithms Day, Zürich, Switzerland
Stochastic Bandits
30 May 2013, Mittagsseminar
6 April - 8 May 2013, Research visit with Christian Müller and Jonathan Goodman, Courant Institute of Mathematical Sciences, New York University, USA
Variable Metric Random Pursuit
14 December 2012, CG Learning Review Meeting, Berlin, Germany
Variable Metric Random Pursuit
4 December 2012, Mittagsseminar
On spectral invariance of Randomized Hessian and Covariance Matrix Adaptation schemes
4 September 2012, 12th International Conference on Parallel Problem Solving From Nature (PPSN), Taormina, Italy
Convergence of Local Search
22 August 2012, 21st International Symposium on Mathematical Programming (ISMP) 2012, TU Berlin, Germany
20-22 June 2012, 12th International Workshop on High Performance Optimization (HPOPT): Algorithmic convexity and applications, Delft University of Technology, The Netherlands
4-8 June 2012, 10th Gremo Workshop on Open Problems, Bergün, Switzerland
4 June 2012, 5th Combinatorial Algorithms Day, Zürich, Switzerland
Convergence of Local Search
3 May 2012, Workshop on Theory of Randomized Search Heuristics (ThRaSH) 2012, Lille/Villeneuve d'Ascq, France
The Heavy Ball Method
3 April 2012, Mittagsseminar
Advertising Randomized derivative-free optimization
12 March 2012, The First ETH-Japan Workshop on Science and Computing, Engelberg, Switzerland
7-9 March 2011, The First ETH-Japan Symposium for the Promotion of Academic Exchanges, Zürich, Switzerland
Gradient-free optimization with Random Pursuit
15 December 2011, CG Learning Review Meeting, Zürich, Switzerland
Dimension reduction with the Johnson-Lindenstrauss Lemma
29 September 2011, Mittagsseminar
30 August - 2 September 2011, International Conference on Operations Research, Zürich, Switzerland
Poster: Randomized Derivative-Free Optimization, a survery of different methods
8-11 August 2011, MADALGO & CTIC Summer School on High-dimensional Geometric Computing, Aarhus University, Denmark
Random derivative-free optimization of convex functions using a line search oracle
9 July 2011, Workshop on Theory of Randomized Search Heuristics (ThRaSH) 2011, Copenhagen, Danmark
4-8 July 2011, 38th International Colloquium on Automata, Languages and Programming (ICALP), Zürich, Switzerland
9-11 June 2011, CG Learning Kick-off Workshop, Paris, France
28-30 March 2011, 27th European Workshop on Computational Geometry (EuroCG), Morschach, Switzerland
7-10 February 2011, 9th Gremo Workshop on Open Problems, Wergenstein, Switzerland
Principles of self-adaptation in randomized optimization
16 December 2010, Mittagsseminar
Graph sparsification with applications
11 March 2010, Institute for Operations Research (IFOR), ETH Zürich

Teaching:

Teaching Assistance:
Game Theory, Spring 2016
Algorithms Lab, Fall 2013
Informatics for mathematics and physics students (in C++) (head assistant), Fall 2013
Algorithms Lab, Fall 2012
Informatics for mathematics and physics students (in C++), Fall 2012
Approximation Algorithms and Semidefinite Programming (head assistant), Spring 2012
Algorithms Lab, Fall 2011
Informatics for mathematics and physics students (in C++), Fall 2010
Analysis II (for machine ingenieurs), Spring 2009
Analysis I (for machine ingenieurs), Fall 2009
Analysis II, Spring 2008
Analysis I, Fall 2008
Complex Analysis, Fall 2007