讲座题目 | The Elicited Progressive Decoupling Algorithm: on the Rate of Convergence and the Choice of Parameters | ||
主办单位 | 数理与统计学院 | 协办单位 | 应用统计系 |
讲座时间 | 11月6日15:30 | 主讲人 | 孙捷 |
讲座地点 | 松江区龙腾路333号行政楼1308室 | ||
主讲人简介 | 孙捷教授，国际知名优化专家，科廷大学数学统计系杰出研究教授，澳大利亚数学会会士，新加坡国立大学杰出大学研究者奖获得者，在内点算法、非光滑牛顿算法、随机变分不等式等方向均有杰出贡献，他在1993年联名发表的一篇论文在2003年被评为“过去10年引用率最高的数学及统计学论文”之一，他也是国际信息科学学院评出的2002-2012期间被引用率最高的学者之一。曾多次受邀在国际会议上做大会演讲，并应邀担任美英德日等国多种学术杂志的主编或副主编。 | ||
讲座内容简介 | In this talk, we study the progressive decoupling algorithm (PDA) of Rockafellar and focus on the elicited version of the algorithm. Based on a generalized Yosida-regularization of Spingarn’s partial inverse of an elicitable operator, it is shown that the elicited progressive decoupling algorithm (EPDA), in a particular nonmonotone setting, linearly converges at a rate that could be viewed as the rate of a rescaled PDA, which may provide certain guidance to the selection of the parameters in computational practice. A preliminary numerical experiment shows that the choice of the elicitation constant has an impact on the efficiency of the EPDA. It is also observed that the influence of the elicitation constant is generally weaker than the proximal constant in the algorithm. | ||