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学术预告:李冲教授谈“Linearized proximal algorithms with adaptive stepsizes for convex composite optimization with applications”

来源 : 理学院     作者 : 理学院     时间 : 2020-11-02  访问量 : 216

时间:11月3日(周二)15:00

地点:勤园21号楼304

摘要:

In this talk, we will propose an inexact linearized proximal algorithm with an adaptive stepsize, together with its globalized version based on the backtracking line-search, to solve the convex composite optimization problem. Under the assumptions of local weak sharp minima of order p (p ≥ 1) for the outer convex function and a quasi-regularity condition for the inclusion problem associated to the inner function, we establish the superlinear/quadratic convergence results for the proposed algorithms. Compared to the linearized proximal algorithms with a constant stepsize proposed in [1], our algorithms own broader applications and higher convergence rates. Numerical applications to the nonnegative inverse eigenvalue problem and the wireless sensor network localization problem indicate that the proposed algorithms are more ecient and robust, and outperform the algorithms proposed in [1] and some popular algorithms for relevant problems.

References

[1] Y. H. Hu, C. Li, and X. Q. Yang, On convergence rates of linearized proximal algorithms for convex composite optimization with applications, SIAM J. Optim., 26 (2016), pp. 1207–1235.

专家简介:

  李冲,浙江大学数学系教授,博士生导师。现任《高等学校计算数学学报》以及多个国际刊物的编委。主要从事Banach空间理论、非光滑分析、非线性逼近与优化、数值泛函分析等领域的研究。先后主持中国国家自然科学基金、西班牙及南非国家自然科学基金等近二十项,出版专著1部,在SCI期刊上发表论文近200篇, 特别是在优化理论和计算数学的顶级刊物SIAM J Optim., Math. Program,SIAM J. Control Optim.以及SIAM J.Numer. Anal上发表论文近30篇。 曾获浙江省教委科技进步奖一、二等奖等奖励,享受国务院政府特殊津贴专家、原商业部有突出贡献的中青年专家、江苏省第七届青年科学家等,2004年获教育部首届新世纪优秀人才计划资助。


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