Academic Report of School of Mathematical Sciences [2025] No. 144

(Series Report for High-Level University Construction No. 1245)

Title：A first-order augmented Lagrangian method for constrained minimax optimization.

Speaker：Assistant Professor, Sanyou Mei (Hong Kong University of Science and Technology)

Time：10:00-11:00, Dec.9, 2025

Location：Huixing Building 514, Yuehai Campus, Shenzhen University

Abstract：In this talk, we explore a class of constrained minimax optimization problems. We introduce a first-order augmented Lagrangian method tailored to solve them efficiently. Notably, each subproblem reduces to a more structured and tractable minimax formulation, which can be effectively addressed using a specialized first-order algorithm developed in our work. Under mild assumptions, we establish the iteration complexity of the proposed method and further enhance its performance by exploiting potential strong concavity in the objective functions.

Speaker Profile：Sanyou Mei is an Assistant Professor in the Department of Industrial Engineering and Decision Analytics (IEDA) at the Hong Kong University of Science and Technology. He received his Ph.D. in Industrial Engineering from the University of Minnesota, under the supervision of Professor Zhaosong Lu. Prior to that, he earned a B.S. degree in Mathematics and Applied Mathematics from the School of the Gifted Young at the University of Science and Technology of China.

Faculty and students are welcome to attend!

Invited by: Kai Tu

School of Mathematical Sciences

December 5, 2025