时间：2018年8月19日 10：00 – 11：30

地点：数计学院 4号楼 229 报告厅

报告人：Professor Hongchao Zhang

         Department of mathematics, Louisiana State University

报告题目: Convergence of an Inexact ADMM for Separable Convex Optimization  

摘  要: In this talk we will discuss some convergence properties of an inexact ADMM method, where the subproblems are solved inexactly to an adaptive accuracy. We will talk about the global convergence as well as its convergence complexities under different situations. In general, we will show that this inexact ADMM method will maintain the same convergence complexity as the corresponding exact ADMM method, where all the subproblems need to be solved exactly. Preliminary numerical result shows the benefits of solving the subproblems inexactly by the new proposed method.

报告人简介: Hongchao Zhang received his Master of Science from Chinese Academy of Science in 2001 and Ph.D. from University of Florida in 2006. Then, he became a postdoc fellow at Institute of Mathematics and Applications(IMA) at University of Minnesota. Since 2008, he joined the department of mathematics as a faculty member at Louisiana State University. His research interests are nonlinear optimization theory and applications. His research is supported by NSF and ONR.