报告题目:Algorithmic Development for Computing B-stationary Points of a Class of Nonsmooth DC Programs
报告人:Zhaosong Lu, Ph.D., Associate Professor of Operations Research Simon Fraser University
时 间:2017年7月24日 上午10:30-11:30
地 点:东区管理科研楼 1218室
内容提要:
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 the extrapolation technique for this problem, and analyze their global convergence, sequence convergence and also iteration complexity.
In the second part we consider a class of DC constrained nonsmooth DC program. We propose a penalty method for solving this problem and show that it converges to a B-stationary point under much weaker assumptions than those impose in the literature.
This is joint work with Zhe Sun and Zirui Zhou.
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, finance, 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.