报告题目：A gradient method exploiting the two dimensional quadratic termination property

主讲人：黄亚魁教授

单位：河北工业大学

时间：6月3日16:00

地点：BEVITOR伟德APP官网龙子湖校区九章学堂C座302

摘要：The quadratic termination property is important to the efficiency of gradient methods. We consider equipping a family of gradient methods, where the stepsize is given by the ratio of two norms, with two dimensional quadratic termination. Such a desired property is achieved by cooperating with a new stepsize which is derived by maximizing the stepsize of the considered family in the next iteration. By adaptively taking the long Barzilai-Borwein stepsize and reusing the new stepsize with retard, we propose an efficient gradient method for unconstrained quadratic optimization. We prove that the new method is R-linearly convergent with a rate of 1-1⁄κ, whereκis the condition number of Hessian. Numerical experiments show the efficiency of our proposed method.

简介：黄亚魁，河北工业大学准聘教授，2015年博士毕业于西安电子科技大学，2015年7月至2017年5月在中国科学院数学与系统科学研究院从事博士后研究，曾在美国路易斯安那州立大学访问一年。主要研究兴趣包括梯度类算法理论及应用、大规模机器学习和分布式优化等领域的一阶算法，相关成果发表在SIAM Journal on Optimization、Journal of Scientific Computing、Computational Optimization and Applications等期刊，主持国家自然科学基金、河北省自然科学基金和中国博士后基金等科研项目。现任中国运筹学会数学规划分会理事、河北省运筹学会理事。