报告人：庞丽萍教授 大连理工大学
报告题目：Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems
时 间：2016年11月20日 (星期日) 09:30 ~ 10:30
地 点：旗山校区理工北楼601报告厅
主 办：数学与计算机科学学院, 福建省分析数学及应用重点实验室, 数学研究中心
参加对象：数计学院感兴趣的教师和研究生
报告摘要：Semi-infinite problem (SIPs) are widely used in many control systems for solving complex control problem, such as polymerase chain reaction control system or other real time control system. In this paper, we present a bundle method for solving the nonsmooth convex SIPs, with the aim of working on the basis of “improvement function”, “inexact oracle” and “incomplete knowledge” of the constraints. The proposed algorithm,whenever a new stabilized center is refreshed, requires an evaluation within some accuracy for the value of constraints. Beyond that, by using the incremental technique, it does not require all information about the constraints, but only one component function value and one subgradient needed to be estimated to update the bundle information and generate the search direction. Thus the computational cost is significantly reduced. Global convergence of this method is established based on some mild assumptions. Numerical experiments show that the algorithm is efficient for solving nonsmooth convex SIPs.
专家简介：庞丽萍，教授，大连理工大学运筹学与控制论专业博士生导师。2004年大连理工大学博士毕业，2009年大连理工大学物理学博士后流动站出站。现任中国运筹学会理事，中国运筹学会数学规划分会理事，辽宁省数学学会理事，《Mathematical Reviews》评论员，曾获宝钢教育基金优秀教师奖，大连理工大学教学名师奖。
庞丽萍教授长期从事非光滑优化的理论与算法的研究，主要包括非光滑优化Bundle方法，UV-分解理论与算法，非光滑优化并行算法，发表论文近80篇，其中SCI检索论文检索近50篇。主持与承担国家自然科学基金五项，博士点基金一项。主编和参编“十一五”国家级规划教材《最优化方法》等三部。
