Ben Grimmer @profgrimmer.bsky.social · 03/08/2026The latest "News and Views" issue from SIAM's Group on Optimization just came out. The issue highlights Alex Wang, Kevin Shu, and my work on "subgame perfect" algorithm design. These algorithms use game theory ideas to describe the best way for algorithms to adapt at runtime 1/4 150
Ben Grimmer @profgrimmer.bsky.social · 23/05/2026I'm excited to share some joint work done with TaeHo Yoon. We considered algorithm design for fixed-point problems. This area models gradient descent, minimax optimization, and more. Below, I give the wild ride of this paper. Mathematically, it is gorgeous. 181
Ben Grimmer @profgrimmer.bsky.social · 01/05/2026Last year, Mateo Diaz and Ian McPherson began searching for provably good nonsmooth optimization methods on manifolds. Oh boy, did I quickly learn the hard subtleties of numerical work on manifolds, especially combined with finicky subgradients. 110
Reposted by Ben GrimmerArXiv math.OC Optimization and Control @optb0t.bsky.social · 01/05/2026📚 New Arxiv Paper Title: Nonsmooth Riemannian optimization with inexact manifold primitives via bundle methods Authors: Mateo D\'iaz, Benjamin Grimmer, Ian McPherson Read more: arxiv.org/abs/2604.27078 011
Reposted by Ben GrimmerSebastian Pokutta @spokutta.bsky.social · 13/04/2026For a decade it was open whether Frank-Wolfe's O(1/√ε) rate on strongly convex sets is tight. We show it is: Ω(1/√ε), even for a simple quadratic on a unit ball. 1134
Ben Grimmer @profgrimmer.bsky.social · 11/03/2026For the second morning this week, one of my phd students defended (successfully!) 🎉🎓🎉 Today, Alan Luner defended his excellent work, "On Large-Scale Optimization: Optimal Methods and Computer-Assisted Algorithm Design". I promise this is the last such announcement for the year 040
Ben Grimmer @profgrimmer.bsky.social · 09/03/2026This morning my PhD student Thabo Samakhoana defended his thesis (successfully!) 🎉🎓🎉 Was a great five years working with him towards his thesis "On Optimal Smoothings and their Applications to Optimization and Deep Learning" 060
Ben Grimmer @profgrimmer.bsky.social · 27/02/2026This paper generated me new office decorations as well. Below is the strongly convex set we designed that is provably hard for all Frank-Wolfe methods (at least for two steps). The paper builds this "evil" shape in d dimensions able to counteract any d/2 step method 040
Ben Grimmer @profgrimmer.bsky.social · 27/02/2026A small digression on something I find strange in accelerated convex optimization theory: Since the 80s, in unconstrained minimization by gradient methods, smoothness is known to allow a fast O(1/T^2) convergence rate by Nesterov. Nemirovski and Yudin give matching lower bounds. 110
Ben Grimmer @profgrimmer.bsky.social · 12/02/2026Lately, non-crossing partitions have shown up out of nowhere in my research, which have a lovely duality structure. This inspired some good art and fractals :) Wanted to share the fun here (just sharing the pretty art for now, the research story will come in due time) 1/4 131
Ben Grimmer @profgrimmer.bsky.social · 02/02/2026Happy to announce that my work "On optimal universal first-order methods for minimizing heterogeneous sums" just received the Optimization Letters Best Paper Prize. link.springer.com/journal/1159... This work is part of a larger trend, fighting the brittleness of classic smooth/nonsmooth models.link.springer.comOptimization LettersOptimization Letters covers all aspects of optimization, including theory, algorithms, computational studies, and applications. This journal provides an ... 080
Ben Grimmer @profgrimmer.bsky.social · 11/01/2026Sunday morning spent setting up my office in the new @hopkinsdsai.bsky.social building. I gained a good amount more wall space, so I have the freedom to grow my collections again 070
Reposted by Ben GrimmerJohns Hopkins Data Science and AI Institute @hopkinsdsai.bsky.social · 19/12/2025Join us in advancing data science and AI research! The Johns Hopkins Data Science and AI Institute Postdoctoral Fellowship Program is now accepting applications for the 2026–2027 academic year. Apply now! Deadline: Jan 23, 2026. Details and apply: apply.interfolio.com/179059 0119
Ben Grimmer @profgrimmer.bsky.social · 13/12/2025My student Thabo Samakhoana and I have been obsessed with smoothings lately. The softmax/logSumExp smoothing seems to be the standard everywhere in ML and optimization. So, in what sense is this choice "optimal"? We found some "elementary" answers, both good and bad news (1/4) 140
Ben Grimmer @profgrimmer.bsky.social · 20/11/2025A new paper out with TaeHo Yoon and Ernest Ryu: We looked at the design of optimal fixed-point algorithms. That is, seeking to approximately solve T(y)=y using as few evaluations of the operator T() as possible. Maximally efficient methods are "minimax optimal" 1/ 160
Ben Grimmer @profgrimmer.bsky.social · 18/11/2025Lately, I have been obsessed with developing theoretically based optimization algorithms that actually attain the best practical performance. Alas, the classic model of minimax optimal methods is overly conservative; it overfits to tune its worst-case. We found a path forward 1/ 2154
Ben Grimmer @profgrimmer.bsky.social · 14/08/2025Enjoyed being part of the Brin Mathematical Research Center's summer school on Scientific Machine Learning last week. Many very good talks and always nice to visit UMD! 020
Ben Grimmer @profgrimmer.bsky.social · 12/08/2025📢 Excited to share a new paper with PhD student Thabo Samakhoana. Nonsmooth optimization often uses smoothings, nearby smooth functions or sets. Often chosen in an ad hoc fashion. We do away with ad hoc, characterizing optimal smoothings for convex cones and sublinear functions 130
Reposted by Ben GrimmerHenrik A. Friberg @hafriberg.bsky.social · 05/08/2025Oh, that’s so satisfying! I stopped at the 4-norm ball thinking I had the solution as it fits the hole like a pot lid (has a perfect circle as an intersection). 021
Ben Grimmer @profgrimmer.bsky.social · 05/08/2025Yesterday I posted a maths puzzle that AIs all failed at (thanks for running the premium versions @xy-han.bsky.social and Ernest Ryu). The puzzle just needs elementary reasoning about p-norm balls (third row on my shelf below). This thread gives the puzzle, solution, and a 3D printed demo :) 151
Ben Grimmer @profgrimmer.bsky.social · 05/08/2025I've invented a simple, lovely math puzzle I expect every AI fails: Suppose you're a mathematical sailor at sea on a boat that has a perfectly cylindrical hole in the floor. All you brought is a collection of every p norm ball except p=2 (drat!). What do you do to cork the hole and save yourself? 251
Reposted by Ben GrimmerSam Power @spmontecarlo.bsky.social · 26/05/2025very cool talk: youtu.be/K_dhTP2I2uo?... "Near-Linear Runtime for a Classical Matrix Preconditioning Algorithm" - Jason Altschuleryoutu.beJason Altschuler - Near-Linear Runtime for a Classical Matrix Preconditioning AlgorithmYouTube video by Institute for Pure & Applied Mathematics (IPAM) 092
Ben Grimmer @profgrimmer.bsky.social · 30/04/2025Lots of great questions and engagement from Wisconsin folk! They were quick at turning around and getting it online. See below: www.youtube.com/watch?v=QNfq...youtube.comBen Grimmer - "Optimizing Optimization Methods, To and Beyond Minimax Optimality"YouTube video by UWMadison SILO Seminar 021
Ben Grimmer @profgrimmer.bsky.social · 30/04/2025Just landed in Madison! Tomorrow, I'll be sharing my work optimizing optimization methods, to and beyond minimax optimality in their SILO seminar. Will share a link to the talk on YouTube after 050
Reposted by Ben GrimmerQuanta Magazine @quantamagazine.org · 29/03/2025The optimization technique of gradient descent is like feeling your way down a mountain in the dark. You may not be able to see the way, but you’ll eventually reach the lowest point in the area. (From the archive) www.quantamagazine.org/risky-giant-... 2266
Ben Grimmer @profgrimmer.bsky.social · 15/03/2025My PhD students are awesome. They gave my fiancee(wife) and I this gorgeous cherry blossom card for our wedding and soon honeymoon in Japan <3 0110
Ben Grimmer @profgrimmer.bsky.social · 12/03/2025As an early wedding present (happening this Saturday!), my dad made me a custom shelf to hold my collection of unit norm balls! Rockafellar+Wets's thick textbook is included for reference. 3516
Ben Grimmer @profgrimmer.bsky.social · 11/03/2025New (first) paper with my student Aaron Zoll :) We consider first-order methods for a ridiculously general model: minimizing a convex composition of functions g_j(x) that vary heterogeneously in whether they are smooth, nonsmooth, convex, strongly convex or anything in between. 1121
Reposted by Ben GrimmerAlfred P. Sloan Foundation @sloanfoundation.bsky.social · 18/02/2025🎉Congrats to the 126 early-career scientists who have been awarded a Sloan Research Fellowship this year! These exceptional scholars are drawn from 51 institutions across the US and Canada, and represent the next generation of groundbreaking researchers. sloan.org/fellowships/... 3356
Ben Grimmer @profgrimmer.bsky.social · 15/02/2025PhD students set up arts and crafts to make Valentine's mailboxes and collect cards. They (slide) rule :) 130
Ben Grimmer @profgrimmer.bsky.social · 29/01/2025Newest office addition might be the biggest computer in my department! (Assuming compute is measured by length) 040
Reposted by Ben GrimmerNikhil Garg @nkgarg.bsky.social · 25/01/2025Postdoctoral position at @cornelluniversity.bsky.social, "from all areas of research that advance the state of the art in data science and the health sciences, extending the reach of data-driven research into novel medical application domains" Happy to chat! academicjobsonline.org/ajo/jobs/29529academicjobsonline.orgCornell University, Center for Data Science for Enterprise and Society Full service online faculty recruitment and application management system for academic institutions worldwide. We offer unique solutions tailored for academic communities. 02310
Ben Grimmer @profgrimmer.bsky.social · 16/01/2025NeurIPS has released recordings of talks! I had the privilege to speak in the OPT-ML Workshop: neurips.cc/virtual/2024... My talk presents a solution to the ''minimization game'' for smooth convex problems (ie a subgame perfect method that optimally adapts to any gradients seen)neurips.ccOptimization for ML WorkshopNeurIPS 2024 020
Ben Grimmer @profgrimmer.bsky.social · 16/01/2025Proud Advisor Moment: One of my first advisees, Danlin Li, now a PhD at Georgia Tech, just had our paper extending her Masters thesis accepted to Math Programming! She gives a novel primal-dual way to understand the classic (primal) subgradient method Check it out: arxiv.org/abs/2305.17323arxiv.orgSome Primal-Dual Theory for Subgradient Methods for Strongly Convex OptimizationWe consider (stochastic) subgradient methods for strongly convex but potentially nonsmooth non-Lipschitz optimization. We provide new equivalent dual descriptions (in the style of dual averaging) for ... 170
Ben Grimmer @profgrimmer.bsky.social · 08/01/2025Continuing to use January's freedom, some exposition on OWL Norms: Their unit balls are all Catalan solids (every face is the same). So the dual balls are all Archimedean solids (every corner is the same) www.ams.jhu.edu/~grimmer/OWL... Files to make your own: www.printables.com/model/113805... 050
Ben Grimmer @profgrimmer.bsky.social · 06/01/2025January has given me some great free time :) First link gives some exposition on how this binary slide rule works. Second link gives the design files if you want one. Many libraries have 3D printers to make this for you nowadays www.ams.jhu.edu/~grimmer/Sli... www.printables.com/model/113795...ams.jhu.edu 030
Ben Grimmer @profgrimmer.bsky.social · 29/12/2024The way computers store real numbers (floating point) is exactly the same as how our grandparents did math mechanically, slide rules and log scales. I'm mass producing binary slide rules to give students on day one of my "Intro to Computational Math" this Spring :) 1120
Ben Grimmer @profgrimmer.bsky.social · 20/12/2024Yue Wu (a great PhD student) posted his first paper with me to arxiv, on stochastic nonconvex nonsmooth optimization. We give unified analysis for variance-reduced prox-linear methods, identifying a neat Pareto frontier of state-of-the-art methods. Check it out: arxiv.org/abs/2412.15008arxiv.orgSome Unified Theory for Variance Reduced Prox-Linear MethodsThis work considers the nonconvex, nonsmooth problem of minimizing a composite objective of the form $f(g(x))+h(x)$ where the inner mapping $g$ is a smooth finite summation or expectation amenable to ... 020
Ben Grimmer @profgrimmer.bsky.social · 14/12/2024📢 #NeurIPS2024 Folk, if you like minimax optimal gradient methods, set your alarms for tomorrow morning: 9am in the West Ballroom A I'll be giving a plenary at the OPT-ML workshop on optimizing GD steps and subgame perfect methods, all developed with Alex L Wang and Kevin Shu 080
Ben Grimmer @profgrimmer.bsky.social · 11/12/2024My collaborator Alex L Wang wrote a nice blog post about the "Performance Estimation" view of Nesterov's Accelerated Gradient Method. I think it's a nice read (glad Bluesky doesn't suppress posts for having a link): web.ics.purdue.edu/~wang5984/bl...web.ics.purdue.edu Alex L. Wang – What is momentum? – A PEP view 040
Ben Grimmer @profgrimmer.bsky.social · 10/12/2024New work out with Alex L Wang and Kevin Shu going beyond minimax optimal gradient method design! Kim and Fessler designed an optimal method (OGM), with the best worst-case over all smooth convex problems. Alas, on easier problems, it may be slow, its worst case occurs on x^2! 171
Ben Grimmer @profgrimmer.bsky.social · 07/12/2024Leveling up from 3D printing: I present a p=4/3 norm ball ceramic (Moreau, featured in background, likes it) 1112
Reposted by Ben GrimmerJohns Hopkins Data Science and AI Institute @hopkinsdsai.bsky.social · 02/12/2024Congratulations to all @johnshopkins.bsky.social researchers participating in #NeurIPS2024! Check out all @johnshopkins.bsky.social accepted papers, tutorials, and workshops at ai.jhu.edu/news/johns-h....ai.jhu.eduJohns Hopkins researchers to present work at NeurIPS 2024 - Johns Hopkins Data Science and AI InstituteJohns Hopkins researchers, including several affiliated with the Johns Hopkins Data Science and AI Institute, will present their research at tutorials, poster presentations, and workshops during the 2... 185
Ben Grimmer @profgrimmer.bsky.social · 30/11/2024I'd like to add some more spectrahedron's to my office and to serve as examples in some upcoming talks. My current working examples come from approximating the MAX-CUT polyhedron for 3x3 and 4x4 matrices. Anyone have recommendations? Details on MAX-CUT bodies below: www.ams.jhu.edu/~grimmer/Max... 050
Ben Grimmer @profgrimmer.bsky.social · 27/11/2024A very neat result!! Opens a new frontier to push Gradient Descent's theory! Wild that we might have different optimal exponents for the obj gap convergence rates 1/T^p of Short Stepsize GD: p=1 Anytime GD: p>=1.03 Final Iterate GD: p=1.27 (conjectured) General Grad Methods: p=2arxiv.org 170
Reposted by Ben GrimmerJason Lee @jasondeanlee.bsky.social · 27/11/2024arxiv.org/abs/2411.17668 Our postdoc zihan slays another COLT open problem! proceedings.mlr.press/v247/kornows...arxiv.orgAnytime Acceleration of Gradient DescentThis work investigates stepsize-based acceleration of gradient descent with {\em anytime} convergence guarantees. For smooth (non-strongly) convex optimization, we propose a stepsize schedule that all... 16711
Reposted by Ben GrimmerDirk Lorenz @dirque.bsky.social · 18/11/2024I made a #starterpack for computational math 💻🧮 so please 1. share 2. let me know if you want to be on the list! (I have many new followers which I do not know well yet, so I'm sorry if you follow me and are not on here, but want to - drop me a note and I'll add you!) go.bsky.app/DXdZkzV 295827
Ben Grimmer @profgrimmer.bsky.social · 15/11/2024The DeepMath2024 Conference to going on today and tomorrow at UPenn! Talks are being streamed live online at www.youtube.com/watch?v=A0Oh... for anyone around the world interested!youtube.comDeepMath 2024YouTube video by DeepMath 041
Ben Grimmer @profgrimmer.bsky.social · 12/11/2024Each Fall I get to teach a Freshman Experience Course where a few freshman and I explore some fun math The last weeks each year, they take the lead and design and 3D print something. This year, they made loaded dice. Next week theyll be rolling and doing statistical validation 182
Ben Grimmer @profgrimmer.bsky.social · 11/11/2024Been thinking about smoothing of nonsmooth functions lately. Printed the 1-norm function and its Moreau Envelope, a classic smoothing tied to the proximal operator (Happy to share the source. If you teach anything related to prox operators, it could be a good aid to pass around) 140