报告地点：行健楼学术活动室526
邀请人：徐玲玲副教授
摘要：We give new splitting methods to solve SIVI problems by employing the idea of the classical Douglas-Rachford splitting method (DRSM). In particular, the proposed methods can be regarded as a novel application of the DRSM to SIVI problems by decoupling the linear equality constraint, leading to decomposed smaller and easier subproblems. The main computational tasks per iteration are the evaluation of certain resolvent operators, which are much cheaper than those methods without taking advantage of the problem structures. To make the methods more implementable in the general cases that the resolvent operator evaluated in an iterative scheme, we further propose to solve the subproblems in an approximate manner. Under quite mild conditions, global convergence, sublinear and linear convergence rate results are established for both the exact and the inexact methods. Finally, we present preliminary numerical results to illustrate the performance of the proposed methods.
报告人简介：韩德仁，教授，博士生导师，现任北京航空航天大学网赌
院长、教育部数学类专业教指委秘书长。2002年获南京大学计算数学博士学位。从事大规模优化问题、变分不等式问题的数值方法的研究工作，以及优化和变分不等式问题在交通规划、磁共振成像中的应用，发表多篇学术论文。曾获中国运筹学会青年科技奖，江苏省科技进步奖等奖项；主持国家自然科学基金杰出青年基金等多项项目。担任中国运筹学会常务理事；《数值计算与计算机应用》、《Journal of the Operations Research Society of China》、《Journal of Global Optimization》编委。
