Seminar第2456讲 光滑无约束优化问题的新梯度方法

创建时间:  2023年09月20日 08:26  谭福平   浏览次数:   

报告题目 (Title):New gradient methods for smooth unconstrained optimization problems

(光滑无约束优化问题的新梯度方法)

报告人 (Speaker): 孙聪 副教授(北京邮电大学)

报告时间 (Time):2023年9月26日 (周二) 10:00

报告地点 (Place):校本部F309

邀请人(Inviter):徐姿 教授


报告摘要:In this talk, a new gradient method for unconstrained optimization problem is proposed, where the stepsizes are updated in a cyclic way, and the Cauchy step is approximated by the quadratic interpolation. Combined with the adaptive non-monotone line search technique, we prove the global convergence of this method. Moreover, the algorithms have sublinear convergence rate for general convex functions and R-linear convergence rate for strongly convex problems. The numerical results show that our proposed algorithm outperforms the benchmark methods.

上一条:Seminar第2458讲 关于单位三角分解矩阵

下一条:Seminar第2455讲 大规模MIMO中的一位预编码:算法设计与性能分析

CopyRight © Shanghai University    沪ICP备09014157   Address : 99 Shangda Road, BaoShan District, Shanghai.(traffic)   Zip Code : 200444   Tel.
Technical Support : Information Technology Office of Shanghai University   Contact Us