全校師生:
我校定于2020年11月21日舉辦研究生靈犀學(xué)術(shù)殿堂——韓德仁教授報(bào)告會(huì),現(xiàn)將有關(guān)事項(xiàng)通知如下:
1.報(bào)告會(huì)簡(jiǎn)介
報(bào)告人:韓德仁教授
時(shí)間:2020年11月21日(星期六)11:00
地點(diǎn):友誼校區(qū)國(guó)際會(huì)議中心第一會(huì)議室
報(bào)告題目:Approximate first-order primal-dual algorithms for the saddle point problems
內(nèi)容簡(jiǎn)介:Approximate first-order primal-dual algorithms for the saddle point problems}{We propose two approximate versions of the first-order primal-dual algorithm (PDA) for solving a class of convex-concave saddle point problems. The introduced approximate criteria are easy to implement in the sense that they only involve the subgradient of a certain function at the current iterate. The first approximate PDA solves both subproblems inexactly and adopts absolute error criteria, which are based on nonnegative summable sequences. The second approximate PDA, assuming that one of the PDA subproblems can be solved exactly, solves the other subproblem approximately and adopts a relative error criterion. The relative error criterion only involves a single parameter ranging in [0; 1), which makes the method more applicable. For both versions, we establish the global convergence and O(1=N) rate of convergence measured by the iteration complexity, where N counts the number of iteration. Under further assumptions that partial of the underlying functions and the whole underlying functions are strongly convex, we show the accelerated O(1=N 2) and linear rate of convergence, respectively, for the inexact PDA with absolute error criteria. We then prove that these inexact criteria can also be extended to solve a class of more general problems. Finally, we perform some numerical experiments on sparse recovery and image processing problems, and the results demonstrate the feasibility and superiority of the proposed methods.
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黨委學(xué)生工作部
數(shù)學(xué)與統(tǒng)計(jì)學(xué)院
2020年11月19日
報(bào)告人簡(jiǎn)介
韓德仁教授,北京航空航天大學(xué)數(shù)學(xué)與系統(tǒng)科學(xué)學(xué)院院長(zhǎng),博士生導(dǎo)師,國(guó)家杰出青年基金獲得者,入選江蘇省333高層次人才培養(yǎng)工程、江蘇省“青藍(lán)工程”中青年學(xué)術(shù)帶頭人。2002年畢業(yè)于南京大學(xué)獲計(jì)算數(shù)學(xué)博士學(xué)位。2002-2004年在新加坡國(guó)立大學(xué)從事博士后研究。2002-2017年任職于南京師范大學(xué)數(shù)學(xué)學(xué)院,2017年入職北京航空航天大學(xué)并擔(dān)任數(shù)學(xué)與系統(tǒng)科學(xué)學(xué)院院長(zhǎng)。曾獲中國(guó)運(yùn)籌學(xué)會(huì)青年運(yùn)籌獎(jiǎng)和江蘇省科學(xué)技術(shù)二等獎(jiǎng);發(fā)表學(xué)術(shù)論文80余篇,其中SCI收錄70余篇、運(yùn)籌學(xué)國(guó)際頂尖雜志20余篇;擔(dān)任中國(guó)運(yùn)籌學(xué)會(huì)理事、數(shù)學(xué)規(guī)劃分會(huì)常務(wù)理事,《計(jì)算數(shù)學(xué)》、《Journal of the Operations Research Society of China》編委。