大连理工大学张立卫教授学术报告
一、报告题目：On the Q-linear Convergence of a Majorized Proximal ADMM for Convex Composite Programming and Its Applications to Regularized Logistic Regression
二、报告人：张立卫教授—大连理工大学 数学科学学院
三、报告时间：2020年12月6日星期天下午14:50
四、报告地点：js金沙3983总站会议室80602
五、报告摘要：This work aims to study the convergence rate of a majorized alternating
direction method of multiplier with indefinite proximal terms (iPADMM) for solving linearly constrained convex composite optimization problems. We esttablish the Q-linear rate convergence theorem for 2-block majorized iPADMM under mild conditions. Based on this result, the convergence rate analysis of symmetric Gaussian-Seidel based majorized ADMM, which is designed for solving multi-block composite convex optimization problems, are given. We apply the majorized iPADMM to solve three types of regularized logistic regression problems: constrained regression, fused lasso and overlapping group lasso. The efficiency of majorized iPADMM are demonstrated on both simulation experiments and real data sets.
六、报告人简介：张立卫教授，大连理工大学数学科学学院 运筹学与控制论业博士生指导教师，金融数学与保险精算专业博士生指导教师。他于1989年、1992年、1998年分别在大连理工大学获得理学学士、硕士、博士学位，1999-2001在中科院计算数学所从事博士后工作。目前的研究兴趣是“矩阵优化”，“随机规划”与“均衡约束优化”。主持国家自然科学基金5项,重点基金子课题2项。在国际顶级期刊Math. Programming, Operations Research, SIAM J. Optimization, Mathematics of Operations Research, Mathematics of Computation 发表论文10余篇。现任中国运筹学会常务理事，中国运筹学会数学规划分会副理事长，中国运筹学会金融工程与金融风险管理分会副理事长, 担任《JAPOR》和《运筹学学报》编委。
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