报告时间:2021年10月29日下午3:30
报告地点:玉衡北302
报告题目:A manifold inexact augmented Lagrangian method for nonsmooth optimization on Riemannian manifold
报告人:湘潭大学数学与计算科学学院彭拯教授
邀请人:曾玉华
摘要:We consider a nonsmooth optimization problem on Riemannian manifold, whose objective function is the sum of a differentiable component and a nonsmooth convex function. We first reformulate this problem to a separable form, and the propose a manifold inexact augmented Lagrangian method for the separable problem. By utilizing the Moreau envelope, we get a smoothing subproblem at each iteration of the proposed method. Theoretically, the convergence to critical point of the proposed method is established under some mild assumptions. In particular, if an approximate global minimizer of the iteration subproblem is obtained at each iteration, we prove that the sequence generated by the proposed method converges to a global minimizer of the origin problem. Numerical experiments show that, the proposed method is a competitive method compared to some existing methods.
报告人简介:彭拯,湘潭大学数学与计算科学学院教授,博士生导师,当前主要研究兴趣为数据科学中的流形优化问题算法及其应用、卫星遥感数据融合、芯片设计与仿真等领域的工程优化问题及其高效率算法。彭拯教授于2008年获上海大学博士学位(运筹学与控制论),2010年从南京大学数学系博士后出站,2013年晋升教授,在数学优化及其应用相关主流期刊发表学术论文 40 多篇,其中SCI、EI检索30多篇,主持或参与完成国家、省部级科研项目10余项,当前主持在研国家自然科学基金面上项目 1项,湖南省自然科学基金面上项目 1 项。