【学术讲座】How to get a proper step size for forward-backward splitting method and primal-dual algorithm?

2019年09月12日 10:43  


报告人:常小凯博士

报告时间:2019.9.21 (星期六)上午10:30-11:20

报告地点:理学院楼214会议室

邀请人:白建超

报告题目:How to get a proper step sizefor forward-backward splitting method andprimal-dual algorithm?

报告摘要:Thistalkpresents adaptive stepsizes for the proximalgradientbased methods, such asproximal extrapolated gradientmethodandprimal-dual algorithm (PDA).Without running a linesearchorestimatingLipschitzconstant,the variable step size is computedbyusing a local information of thegradientoperator.Finally, golden ratio primal-dual algorithm is introduced with fixed orfullyadaptive step size.Related numerical experiments illustratethe improvements in efficiency from theadaptivestep sizes.

报告人简介:常小凯,男,兰州理工大学讲师,西安电子科技大学在读博士,师从刘三阳教授。主要研究交替方向乘子法及其应用,临近梯度类算法和原始-对偶算法的自协调动态步长等,相关成果收录或发表在Computational optimization and applications,Journalof computational and applied mathematics,Optimization和Optimization MethodsandSoftware等优化类期刊。

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