Alternating Direction Methods of Multipliers for Optimization Problems Involving Nonconvex Functions
报告人:韩德仁
报告地点:数学与统计学院104报告厅
报告时间:2019年07月05日星期五15:00-16:00
邀请人:刘俊
报告摘要:
The efficiency of the classic alternating direction method of multipliers has been exhibited by various applications for large scale separable optimization problems, both for convex objective functions and for nonconvex objective functions. While there are a lot of convergence analysis for the convex case, the nonconvex case is still an open problem and the research for this case is in its infancy. In this talk, we consider two classes of optimization problems involving nonconvex functions. The first case is the “strongly+weakly” convex model and the second on is the general nonconvex model. For both cases, by using different analysis techniques, we prove the global convergence of the algorithms, and under some further conditions on the problem’s data, we also analyze the convergence rate.
主讲人简介:
韩德仁教授, 北京航空航天大学数学与系统科学学院院长, 博士生导师, 国家杰出青年基金获得者, 入选江苏省333高层次人才培养工程、江苏省“青蓝工程”中青年学术带头人. 2002年毕业于南京大学获计算数学博士学位. 2002年-2004年在新加坡国立大学从事博士后研究. 2002年-2017年任职于南京师范大学数学学院, 2017年入职北京航空航天大学并担任数学与系统科学学院院长. 曾获中国运筹学会青年运筹奖和江苏省科学技术二等奖. 韩教授主要从事大规模优化问题、变分不等式问题等数值方法及应用研究. 发表学术论文80余篇,其中SCI收录70余篇,包括Mathematical Programming, Numerische Mathematik, SIAM Journal on Numerical Analysis, SIAM Journal on Image Science, Mathematics of Computa-tion, Transportation Research Part B, Inverse Problems等计算数学, 运筹学国际顶尖杂志20余篇. 担任中国运筹学会理事, 数学规划分会常务理事, 《计算数学》,《Journal of the Operations Research Society of China》编委.