報告題目:Linearized proximal algorithms with adaptive stepsizes for convex composite optimization with applications
報告人:李沖(浙江大學, 教授, 博士生導師)
時間:2018年12月6日(星期四) 15:30——16:30
地點:格致中樓500
報告摘要:In this talk, we continue to study the problem of numerically solving convex composite optimizations. Linearized proximal algorithms (LPA) with adaptive stepsizes for solving the convex composite optimization problem are proposed. Local and/or global convergence properties of the proposed algorithms are explored, and their superlinear/quadratic convergence results are established under the assumptions of local weak sharp minima and the quasi-regularity condition. Our proposed algorithms, compared with the LPA with the constant stepsize, have the advantages of suiting for wider range of problems and of employing higher convergence rates. We apply the LPA with adaptive stepsizes to solve the wireless sensor network localization problem, and the numerical results show that the LPA with adaptive stepsizes can solve this problem more efficiently and stable than the LPA with the constant stepsize or other algorithms.
報告人簡介:李沖,浙江大學數學系教授,博士生導師, 1995年獲浙江大學博士學位,曾任臺灣數學雜志(SCI) 、現任《高等學校計算數學學報》以及多個國際刊物的編委。主要從事Banach空間理論、非光滑分析、非線性逼近與優化、數值泛函分析等領域的研究。先后主持中國國家自然科學基金、西班牙及南非國家自然科學基金等十余項,出版專著1部,在SCI期刊上發表論文近200篇, 特別是在優化理論和計算數學的頂級刊物SIAM J Optim., Math. Program,SIAM J. Control Optim.以及SIAM J.Numer. Anal上發表論文近30篇。 曾獲浙江省教委科技進步獎一、二等獎等獎勵,享受國務院政府特殊津貼專家、原商業部有突出貢獻的中青年專家、江蘇省第七屆青年科學家等,2004年獲教育部首屆新世紀優秀人才計劃資助。
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理學院
2018年12月4日