报告题目:Interior Quasi-subgradient Method with non-Euclidean Distances for Constrained Ouasi-convex Optimization Problems
报告人:胡耀华(深圳大学)
报告时间:2022年5月9日 19:00~20:00
报告地点:腾讯会议 会议号:554-976-5868
报告内容简介:Quasi-convex optimization is fundamental to the modeling of many practical problems in various fields such as economics,finance and industrial organization,and subgradient methods are practical iterative algorithms for solving large-scale convex or quasi-convex optimization problems. In this talk,an interior quasi-subgradient method is proposed based on the proximal distance to solve constrained nondifferentiable quasi-convex optimization problems.The properties of the specific quasi-subdifferentials of quasi-convex functions,including nonemptinessquasi-monotonicity and outer semicontinuity, will be presented.The convergence properties,including the global convergence and iteration complexity,of the interior quasi-subgradient method are investigated under the assumption of the Holder condition of order p. when using the constant/diminishing/dynamic stepsize rules.Convergence rate resuits are obtained by assuming a Holder-type weak sharp minimum condition relative to an induced proximal distance.
报告人简介:胡耀华,1984年,江西吉安人。先后获得浙江大学学士和硕士学位,香港理工大学博士学位(师从杨晓琪教授),现任深圳大学数学与统计学院副教授,硕士生导师,香港理工大学兼职博士生导师,兼任中国运筹学会一数学规划分会青年理事,广东省工业与应用数学学会理事,广东省运筹学会理事。 主要从事连续优化理论与应用研究,主持国家自然科学基金3项,省市级科研项目多项。在SIAM Journal on Optimization, Journal of Machine Leaning Research, Inverse Problems, European Joumal of Operational Research等国际学术期刊发表40余篇论文,授权3项发明专利,开发多个生物信息学工具包/网页服务器。个人主页:https://mayhhu.github.io/ch/index.html
邀请人:矫立国 (助理研究员 jiaolg356@nenu.edu.cn)