应数学与计算科学学院、广西应用数学中心(澳门十大赌博靠谱网站平台)及广西高校数据分析与计算重点实验室邀请,广西民族大学简金宝教授将于2024年5月9日来校讲学,欢迎全校师生踊跃参加。报告具体安排如下:
报告题目:A Partially Feasible Jacobi-type Distributed SQO Method for Two-block General Linearly Constrained Smooth Optimization
主讲人:广西民族大学简金宝教授
时间:2024年5月9日(周四)下午15:30-16:30
地点:花江校区慧谷4号楼3楼310会议室
报告摘要:This talk discusses a class of two-block smooth large-scale optimization problems with both linear equality and linear inequality constraints. Our goal is to develop a novel partially feasible distributed (PFD) sequential quadratic optimization (SQO) method (PFD-SQOM) for this kind of problems. The design of the method is based on the ideas of SQO method and augmentedLagrangian Jacobi splitting scheme as well as feasible direction method, which decomposes the quadratic optimization (QO) subproblem into two small-scale QOs that can be solved independently and parallelly. A novel disturbance contraction term that can be suitably adjusted is introduced into the inequality constraints so that the feasible step size along the search direction can be increased to 1. The new iteration points are generated by the Armijo line search and the partially augmented Lagrangian function that only contains equality constraints as the merit function. The iteration points always satisfy all the inequality constraints of the problem. The global convergence and iterative complexity of the proposed PFD-SQOM are obtained under appropriate assumptions. Furthermore, the rate of convergence such as superlinear and quadratic rates of convergence of the proposed method are analyzed when the equality constraint vanishes. Finally, the numerical effectiveness of the method is tested ona class of academic examples and an economic power dispatch problem, which shows that the proposed method is promising.
主讲人简介:广西民族大学原副校长,二级教授,博士生导师。长期从事“最优化理论方法及其在电气工程中的应用”研究;先后主持7项国家自然科学基金项目(4项面上),3项广西自然科学基金重点项目和10多项省级项目。近年来,以第一作者或第一通讯作者身份在国际权威SCI源刊上发表研究成果50多篇。主持完成的4项科研成果先后获得省级科学技术奖二等奖,享受国务院政府特殊津贴(2007),“全国教育系统先进工作者”(2009),广西壮族自治区“优秀专家”(2006第五批,2018年第九批)。中国运筹学会(国家一级学会)第五、六、七届理事会理事(1996.01-2008.12),第八、九届理事会常务理事(2009.01-2016.10)。中国运筹学会数学规划分会副理事长(2019.05-)。广西运筹学会第一届理事会理事长(2020.11-),广西数学学会第十一届、十二届理事会副理事长(2013.11-2021.11)。《计算数学》和《系统科学与数学》等高质量核心期刊现任编委。