学术报告

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4月1日 袁晓明教授学术报告

发布时间:2016-03-23

题 目:Accuracy v.s. Implementability in Algorithmic Design ---- Examples of Operator Splitting Methods for Convex Programming

报告人:袁晓明,教授,香港浸会大学数学系

时 间: 4月1日(周五) 下午3:00-4:00

地 点:南校区336栋旧数学楼104室

报告摘要:
Accuracy and implementability are two common yet usually conflicted objectives for developing an efficient algorithm. In this talk, I will focus on the context of convex optimization models with separable structures to show how to make a trade-off between these two objectives for some operator splitting methods originated from the PDE literature (e.g., the Douglas-Rachford and Peaceman-Rachford schemes). Resulting algorithms include some popular solvers such as the ADMM; and they could be applicable to large-scale dataset in various areas such as statistical learning and image processing. Some theoretical results such as the convergence rates of these algorithms will also be analyzed briefly.

报告人简介:
http://www.math.hkbu.edu.hk/~xmyuan/

欢迎有兴趣的老师同学前来参加!

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