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Algorithmic Development for Computing B-stationary Points of a Class of Nonsmooth DC Programs
发布时间:2018-05-30     点击次数:
报告题目: Algorithmic Development for Computing B-stationary Points of a Class of Nonsmooth DC Programs
报 告 人: 吕召松 教授(Simon Fraser University)
报告时间: 2018年06月01日 15:00--15:50
报告地点: 理学院东北楼四楼报告厅(404)
报告摘要:

 n the first part of this talk, we study a convex-constrained nonsmooth DC program in which the concave summand of the objective is an infimum of possibly infinitely many smooth concave functions. We propose some algorithms by using nonmonotone linear search and extrapolation techniques for possible acceleration for this problem, and analyze their global convergence, sequence convergence and also iteration complexity. We also propose randomized counterparts for them and discuss their convergence.

In the second part we consider a class of DC constrained nonsmooth DC programs. We propose penalty and augmented Lagrangian methods for solving them and show that they converge to a B-stationary point under much weaker assumptions than those imposed in the literature.This is joint work with Zhe Sun (Jiangxi Normal University) and Zirui Zhou (SFU).
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