3、报告题目:Convergent Augmented-Lagrangian-Based Splitting Methods for Multi-block Separable Convex Optimization Problems 报告人: 韩德仁 教授 (南京师范大学数学科学学院) 时 间: 2014年12月26日16:00 – 17:00 地点:数学与计算机科学学院6号楼309报告厅 摘 要:We present several recently developed Augmented –Lagrangian -based splitting methods for minimizing a sum of separable functions with linear constraints. Under the assumption that several functions involving in the objective function are strongly convex, we show the global convergence of the direct extension of the classic alternating direction method of multipliers (ADMM), along with rate of convergence results. When all the functions are only convex, we introduce some recent methods, both parallel and successive in solving the subproblems. We show the convergence of the methods when there is a simple “correction” step and demonstrate their numerical efficiency by some preliminary numerical results.
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