报告题目：Randomized block first- and second-order methods for a class of structured nonlinear optimization 

报告人：吕召松，Simon Fraser University

时  间：2016年8月18日    下午16:00-17:00

地  点：东区管理科研楼  数学科学学院1218教室

内容提要：

Nowadays the optimization problems emerging from some application areas such as machine learning and data mining are typically huge-scale. They have brought tremendous challenge to the traditional first- and second-order methods. In this talk we consider randomized block first- and second-order methods for solving these problems, whose iteration cost is typically low. We analyze iteration complexity of these methods and present some computational results.

报告人简介：

He is an Associate Professor of Mathematics and an associate faculty member in Statistics and Actuarial Science at Simon Fraser University, Canada. He received his PhD in Operations Research from the School of Industrial and Enterprise Systems Engineering of Georgia Institute of Technology in 2005 under the supervision of Dr. Renato D. C. Monteiro and Dr. Arkadi S. Nemirovski. His research interests include theory and algorithms for continuous optimization, and applications in data mining, finace, statistics, machine learning, image processing, engineering design, and decision-making under uncertainty. He was a finalist of INFORMS George Nicholson Prize. Currently, he is an Associate Editor for SIAM Journal on Optimization, and Big Data and Information Analytics.