报告题目:Proximal and Splitting Algorithms in Optimization
报告人:杨俊锋教授
报告摘要:In this talk, I will first introduce the problems we are interested in, including convex optimization problems, often with separable structures, mixed variational inequality problems and monotone operator inclusion problems. Optimality conditions, examples and various connections in between them will be included. Then, I will talk about proximal point algorithm, augmented Lagrangian method, ADMM, primal-dual algorithms, Douglas-Rachford and Davis-Yin operator splitting algorithms, and the consensus technique. Finally, I will introduce some recent results on frugal resolvent splitting with minimal lifting.
报告人简介:杨俊锋,南京大学数学系,教授、博导。先后师从中国科学院袁亚湘院士、南京大学何炳生教授、Rice大学张寅教授。2009年7月起在南京大学数学系工作,主要从事最优化计算方法及其应用研究,开发图像去模糊软件包FTVd, 压缩感知--模解码软件包YALL1等。曾获中国运筹学会青年科技奖,入选教育部新世纪优秀人才支持计划、国家优青等。
报告时间:2022年05月19日,周四,下午15:00--16:30
报告地点:腾讯会议593 2441 4930