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2019年度3044am永利集团欢迎您外请专家学术报告之三十

时间:2019-11-22 15:00:58 来源:3044am永利集团欢迎您 作者: 阅读:

报告题目ADMM for Separable Convex and Nonconvex Optimization

报告人 白建超  副教授

报告时间20191129日(周五)8:3010:00

报告地点:3044am永利集团欢迎您学术报告厅

报告摘要: In this talk, we show our recent work on a stochastic Alternating Direction Method of Multipliers (ADMM) for solving the two-block separable convex optimization problem subject to linearly equality constraints as well as a deterministic ADMM for solving the separable but nonconvex case. By the aid of variational analysis and by constructing a potential function, preliminary convergence results of these two methods are presented. We exam the numerical performance of our methods for solving the graph guided fused lasso model in big-data applications and the large-scale signal recovery problem. Several further questions are discussed finally.

报告人简介: 白建超,西北工业大学副教授,先后师从桂林电子科技大学段雪峰教授、西安交通大学李继成教授和Louisiana State University张洪超教授。20193月起在西北工业大学应用数学系工作,主要从事非线性最优化方法的理论与应用研究,近期在设计大数据处理中的非凸随机优化算法。现以第一作者或通讯作者在Computational Optimization and ApplicationsOptimization LettersJournal of Computational and Applied MathematicsApplied Numerical MathematicsSCI期刊发表论文12篇,主持一项中央高校基本科研业务费项目。


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