Presented By: Industrial & Operations Engineering
IOE 899 - Dr. Ryan Cory-Wright
Improved approximation algorithms for low-rank problems using semidefinite optimization

Join Dr. Ryan Cory-Wright, Assistant Professor of Analytics and Operations at Imperial College Business School, for a seminar exploring new approaches to solving low-rank optimization problems inspired by the landmark Goemans–Williamson algorithm. Drawing on his joint work with Jean Pauphilet (London Business School), Dr. Cory-Wright will present a novel relax-then-sample strategy that achieves provably near-optimal solutions for orthogonally constrained quadratic optimization problems. He will discuss how this framework extends to broader low-rank settings through new, tighter semidefinite relaxations that significantly improve scalability and performance. The seminar will also highlight numerical results demonstrating the effectiveness of these methods in applications such as matrix completion and large-scale optimization.