【学术预告】Proximal Gradient Method for Nonconvex Composite Optimization with Extrapolation

报告题目：Proximal Gradient Method for Nonconvex Composite Optimization with Extrapolation

报 告 人：张洪超

报告时间：5月27日（周一）上午10:00

报告地点：数学楼315会议室

报告摘要：This talk introduces a unified proximal gradient method with extrapolation (UPG-E)to solve a class of nonconvex and nonsmooth composite optimization. UPG-E providesunified treatment to both convex and nonconvex problems, and adaptively estimates the nonconvexitymodulus of the possibly nonconvex component function in the objective function.In this talk, we will discuss the global convergence and convergence rate of UPG-E for solvingboth convex and nonconvex composite optimization. We will also show the promising numericalperformance of UPG-E compared with other well-established proximalgradient methods in the literature.

报告人简介：张洪超，路易斯安那州立大学 A.K. Shirley和Barton 教授。主要研究方向为非线性优化理论和应用，稀疏矩阵，医学成像中的反问题，无导数优化等，在国际著名优化期刊发表论文60余篇，主持完成多项美国国家自然科学基金项目。