报告题目：Customized Splitting Methods for Separable Convex Optimization

报告人：韩德仁

时间：2017-05-18

地点：英国威廉希尔公司二楼北阶梯教室

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 talk, we show that the primal application of DRSM in combination with an appropriate decomposition can yield an e_cient 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. We also present its e_cient application to Dantzig Selector and compare it with some other splitting-type methods. Finally, some extensions are discussed.

报告时间：5月18日下午3点

报告人简介：

韩德仁：教授，博士生导师。1997年和2002年分别获得南京大学计算数学专业学士学位和博士学位。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，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，在非线性优化计算方法，尤其是交替方向乘子法方面做出了突出贡献，并在交通规划、图像处理等应用方面取得了国际领先的成果。在Mathematical Programming, Numerische Mathematik, SIAM Journal on Numerical Analysis, Mathematics of Computation, SIAM Journal on Imaging Sciences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等应用类杂志发表多篇学术论文。曾获中国运筹学会青年运筹学奖二等奖，江苏省科技进步二等奖等奖项。现主持国家自然科学基金杰出青年基金项目、面上项目各一项，参与国家自然科学基金重点项目各一项，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、校百名领军人才计划。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》编委。