報(bào)告題目:交替方向乘子法的若干進(jìn)展
報(bào) 告 人:黨亞崢
報(bào)告時(shí)間:11月29日9:00-11:00
報(bào)告地點(diǎn):騰訊會(huì)議876-502-8125
主辦單位:科研管理處 數(shù)學(xué)科學(xué)學(xué)院
報(bào)告人簡(jiǎn)介:黨亞崢,,上海理工大學(xué)副教授,、碩士生導(dǎo)師,,新加坡國(guó)立大學(xué),、科廷大學(xué)訪問(wèn)學(xué)者,。主要研究領(lǐng)域?yàn)榻鹑趦?yōu)化,、智能優(yōu)化,,Journal of Industrial and management optimization,,Journal of Optimization Theory and Applications等知名期刊審稿人,,美國(guó)數(shù)學(xué)評(píng)論特約評(píng)論員,,主持省部級(jí)以上科研項(xiàng)目10余項(xiàng)。
報(bào)告內(nèi)容簡(jiǎn)介:The alternating direction method of multipliers (ADMM) is one of the most powerful and successful methods for solving various nonconvex consensus problem. The convergence of the conventional ADMM (i.e., 2-block) for convex objective functions has been stated for a long time. As an accelerated technique, the inertial effect was used by many authors to solve 2-block convex optimization problem. This paper combines the ADMM and the inertial effect to construct an inertial alternating direction method of multipliers (IADMM) to solve the multi-block nonconvex consensus problem and shows the convergence under some suitable conditions. Simulation experiment verifies the effectiveness and feasibility of the proposed method.