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学术报告一:复合凸优化的算法研究与无线传感器网络定位

来源:数学与统计学院     作者:     时间:2015/9/14 17:09:58  0次

讲座题目: 复合凸优化的算法研究与无线传感器网络定位

讲座人:李冲教授  (浙江大学

讲座时间:2015916日,14:00-15:00

讲座地点:科技楼514

报告内容:In this talk, we introduce a linearized proximal algorithm (LPA) for solving a convex composite optimization problem. Each iteration of the LPA is a proximal minimization on the composition of the outer function and the linearization of the inner function at current iterate. The LPA has the attractive computational advantage that the solution of each subproblem is a singleton, which avoids the difficulty of finding the whole solution set of the subproblem, as in the Gauss-Newton method (GNM), while it still maintains the same local convergence rate as that of the GNM. We establish the local superlinear convergence rate for the LPA. We also propose a globalization strategy for the LPA and an inexact version of the LPA. We further apply the LPA to solve a feasibility problem, as well as a sensor network localization problem. Our numerical results illustrate that the LPA meets the demand for an efficient and robust algorithm for the sensor network localization problem.

报告人简历

李冲,浙江大学教授,博士生导师。1992年获国务院特殊津贴,2004年获首届教育部新世纪优秀人才计划。李冲教授先后主持国家自然科学基金7项,作为主要研究人员参与国家自然科学基金委重点、重大项目各一项。李冲教授的研究涉及到函数论、数值泛函分析、科学计算、最优化理论和应用等诸多领域,共发表论文百余篇,特别在SIAM J Optim, SIAM Control OptimMath Program国际重要杂志发表论文20余篇。

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