Presentation Name: | 杰出学者讲坛(十六):Symmetric Alternating Direction Methods of Multipliers for Optimization Problems |
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Presenter: | 韩德仁 教授 |
Date: | 2018-04-02 |
Location: | 光华东主楼1501 |
Abstract: | 摘要:The classic alternating direction method of multipliers (ADMM) for large scale separable optimization problems, as an application of the Douglas-Rachford splitting method, has exhibited its efficiency in various fields. As a counterpart, the symmetric alternating direction method of multipliers, an application of the Peaceman-Rachford splitting method, attracts more and more attentions, but its convergence is not well understood. In this talk, we present its convergence for some special models. We also give a modified symmetric alternating direction method of multipliers for multi-block case. 个人简介: 韩德仁:教授,博士生导师,现任北京航空航天大学数学与系统科学学院院长。2002年获南京大学计算数学博士学位。从事大规模优化问题、变分不等式问题的数值方法的研究工作。在Mathematical Programming, Numerische Mathematik, SIAM Journal on Numerical Analysis, Mathematics of Computation等计算数学、运筹学重要杂志以发表多篇学术论文,入选江苏省333高层次人才培养工程、江苏省“青蓝工程”中青年学术带头人。2016年获得国家杰出青年科学基金项目资助。现担任中国运筹学会理事、数学规划分会常务理事;《计算数学》、《Journal of the Operations Research Society of China》杂志编委。 |
Annual Speech Directory: | No.6 |
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