报告人：吕召松（加拿大西蒙弗雷泽大学）

报告题目：Algorithmic Development for Computing B-stationary Points of a Class of Nonsmooth DC Programs

报告摘要：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 nonmonotone linear search and extrapolation techniques for possible acceleration for this problem, and analyze their global convergence, sequence convergence and also iteration complexity. We also propose randomized counterparts for them and discuss their convergence.In the second part we consider a class of DC constrained nonsmooth DC programs. We propose penalty and augmented agrangian methods for solving them and show that they converge to a B-stationary point under much weaker assumptions than those imposed in the literature.

This is joint work with Zhe Sun (Jiangxi Normal University) and Zirui Zhou (SFU).

报告人简介：现任加拿大西蒙弗雷泽大学数学和统计系的教授，于2005年从美国佐治亚理工学院的工业系统工程系获得运筹学博士学位。2012-2013年度在美国德州农工大学和亚利桑那州立大学任教, 2005-2006年度在美国卡内基梅隆大学数学科学系任教，也曾在美国微软研究院机器学习部门担当研究员。他的主要研究兴趣包括优化的理论和算法以及在统计和机器学习方面的应用。至今已经在SIAM J. Optim.、Math. Prog.、SIAM J. Sci. Comp.等优化知名期刊上发表了40多篇国际顶级杂志的文章。目前担任国际知名期刊《SIAM Journal on Optimization》和《Big Data and Information Analytics》等期刊杂志的编委。

报告时间：2018年6月2日（星期六）上午10:20-11:10

报告地点：科技楼南702