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学术报告四十二:Algorithmic Development for Computing B-stationary Points of a Class

来源:数学与统计学院     作者:     时间:2018/6/7 10:55:44  0次

数学与统计学院学术报告[2018] 042

 (高水平大学建设系列报告161)

报告题目: Algorithmic Development for Computing B-stationary Points of a Class of Nonsmooth DC Programs

报告人:  Zhaosong Lu 教授  Simon Fraser University

报告时间:201867日下午4:20—5:20

报告地点: 科技楼514

报告内容:In the first part of this talk, we study a convex-constrained nonsmooth DC program in which the concave summand of the objective is an infimum of possibly infinitely many smooth concave functions. We propose some algorithms by using nonmonotone linear search and extrapolation techniques for possible acceleration for this problem, and analyze their global convergence, sequence convergence and also iteration complexity. We also propose randomized counterparts for them and discuss their convergence.In the second part we consider a class of DC constrained nonsmooth DC programs. We propose penalty and augmented Lagrangian methods for solving them and show that they converge to a B-stationary point under much weaker assumptions than those imposed in the literature.

报告人简历:Dr. Zhaosong Lu is a full Professor of Mathematics and an associate faculty member in Statistics and Actuarial Science at Simon Fraser University. His research interests include theory and algorithms for continuous optimization, and applications in data analytics, finance, statistics, machine learning, image processing, engineering design, and decision-making under uncertainty. He was a finalist of INFORMS George Nicholson Prize. He has published numerous papers in major journals of his research areas such as SIAM Journal on Optimization, SIAM Journal on Numerical Analysis, SIAM Journal on Scientific Computing, SIAM Journal on Matrix Analysis and Application, Mathematical Programming, and Mathematics of Operations Research. He also served on INFORMS George Nicholson Prize Committee in 2014 and 2015. Currently, he is an Associate Editor for SIAM Journal on Optimization.  

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                           数学与统计学院

                          201867

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