报告人：韩德仁教授 南京师范大学
报告题目：Customized Splitting Methods for Separable Convex Optimization
时 间：
地 点：理工北楼415多媒体教室
主 办：数学与计算机科学学院
参加对象：计算数学及相关专业老师与研究生
报告摘要：We consider applying the Douglas-Rachford splitting method (DRSM) to the convex minimization problem with linear constraints and a separable objective function. The dual application of DRSM has been well studied in the literature, resulting in the well known alternating direction method of multipliers (ADMM). In this paper, we show that the primal application of DRSM in combination with an appropriate decomposition can yield an ecient structure-exploiting algorithm for the model under consideration, whose subproblems could be easier than those of ADMM. Both the exact and inexact versions of this customized DRSM are studied; and their numerical eciency is demonstrated by some preliminary numerical results. We apply the algorithm to Dantzig Selector and compare it with some other splitting-type methods. Finally, some extensions are discussed.
报告人简介：韩德仁，男，南京师范大学教授、博士生导师。2002年于南京大学获得博士学位，2002-2004在新加坡国立大学SMA做博士后研究工作。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，以及优化和变分不等式问题在交通规划、磁共振成像中的应用。发表70余篇SCI论文，文章被同行SCI引用600余次。文章发表在Mathematical Programming, Numerische Mathematik, SIAM Journal on Numerical Analysis, Mathematics of Computation, SIAM Journal on Imaging Sciences, Inverse Problems, Transportation Research Part B等计算数学、运筹学重要杂志以及IEEE Transaction on Signal Processing、Journal of Mathematical Imaging and Vision等应用类杂志。