报告题目:Family Weak Conjugate Gradient Algorithms
主 讲 人:袁 功 林
单 位:广西大学
时 间:1月9日15:00
腾 讯 ID:156 293 932
摘 要:
It is well-known that conjugate gradient algorithms are widely applied in many practical fields, for instance, engineering problems and finance models, as they are straightforward and characterized by a simple structure and low storage. This talk studies family conjugate gradient formulas based on the six classic formulas, PRP, HS, CD, FR, LS, and DY, where the family conjugate gradient algorithms have better theory properties than those of the formulas by themselves. Furthermore, this technique of the presented conjugate gradient formulas can be extended to any two-term conjugate gradient formula. Thistalkdesigns family conjugate gradient algorithms for nonconvex functions, which have the following features without other conditions: (i) the sufficient descent property holds, (ii) the trust region feature is true, and (iii) the global convergence holds under normal assumptions. Numerical results show that the given conjugate gradient algorithms are competitive with those of normal methods.
简 介:
袁功林,广西大学数学与信息科学学院常务副经理,博士,教授,博士生导师。研究方向:优化理论与方法、非线性方程组、非光滑分析以及金融模型的优化方法。主持国家自然科学基金项目2项,主持广西杰出青年自然科学基金项目1项、广西自然科学基金重点项目1项、中央引导地方科技发展基金项目1项、广西面上项目1项。荣获广西“十百千”第二层次人选,广西特聘青年专家,广西高校卓越学者计划人选,广西高校优秀人才计划人选等荣誉称号。以第一或通讯作者发表SCI收录论文50篇,如COAP、JOTA、JCAM等优化期刊发表多篇论文、Top 0.1%“热点论文”1篇、Top 1%“高被引论文”4篇、出版学术专著一部;获得广西科学技术奖二等奖1项、广西自然科学奖二等奖1项、广西教学成果二等奖1项。担任中国数学会理事、中国数学规划分会理事、广西数学会常务理事、广西运筹学会副理事长、广西高等教育学会数学专业委员会副理事长。