kaiyun開(kāi)云官方網(wǎng)站學(xué)術(shù)講座

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講座時(shí)間： 2023年3月31日14:00-15:00

講座地點(diǎn)：騰訊會(huì)議號(hào)：732 744 926；密碼：0331

主講人簡(jiǎn)介：

劉新為，1998年博士畢業(yè)于中國(guó)科學(xué)院計(jì)算數(shù)學(xué)與科學(xué)工程計(jì)算研究所?，F(xiàn)任河北工業(yè)大學(xué)理學(xué)院教授、學(xué)術(shù)委員會(huì)主任，數(shù)學(xué)和統(tǒng)計(jì)專(zhuān)業(yè)碩士生導(dǎo)師，控制和人工智能方向博士生導(dǎo)師。兼任中國(guó)運(yùn)籌學(xué)會(huì)常務(wù)理事，中國(guó)運(yùn)籌學(xué)會(huì)數(shù)學(xué)規(guī)劃分會(huì)常務(wù)理事，中國(guó)數(shù)學(xué)會(huì)計(jì)算數(shù)學(xué)分會(huì)理事，河北省運(yùn)籌學(xué)會(huì)副理事長(zhǎng)兼秘書(shū)長(zhǎng)，APJOR、MMOR、PJO和《計(jì)算數(shù)學(xué)》等國(guó)際國(guó)內(nèi)期刊編委。主要研究非凸非線(xiàn)性?xún)?yōu)化算法及收斂性理論，在最優(yōu)化、計(jì)算數(shù)學(xué)和人工智能與控制等方向國(guó)際重要刊物發(fā)表多篇學(xué)術(shù)論文。主持完成和在研國(guó)家自然科學(xué)基金面上項(xiàng)目5項(xiàng)，參與國(guó)家基金重大研究計(jì)劃項(xiàng)目1項(xiàng)，是河北省政府特貼專(zhuān)家和國(guó)家自然科學(xué)獎(jiǎng)會(huì)評(píng)專(zhuān)家。

講座內(nèi)容簡(jiǎn)介：

Title: A novel augmented Lagrangian for inequality constrained optimization and its application in linear programming

Abstract: We introduce a twice differentiable augmented Lagrangian for optimization with general inequality constraints. Our function is a combination of the augmented Lagrangian and the logarithmic-barrier technique, and is a generalization of the Hestenes-Powell augmented Lagrangian. The associated augmented Lagrangian method is proved to have strong global convergence, the capability of rapidly detecting the possible infeasibility, and linear convergence to the KKT point. The preliminary numerical experiments on some small benchmark test problems demonstrate our theoretical results. The application in linear programming shows its superiority.