太阳成集团tyc7111cc学术报告

Stabilized Barzilai-Borwein Method

黄娜 副教授

中国农业大学

报告时间：2021年1月12日(周二)15：00-16：00

腾讯会议ID：913 560 385

报告摘要：In this talk, a stabilization technique is introduced. It consists in bounding the distance between each pair of successive iterates, which often allows for decreasing the number of BB iterations. When the BB method does not converge, our simple modification of this method makes it convergent. For strongly convex functions with Lipschits gradients, we prove its global convergence, despite the fact that no line search is involved, and only gradient values are used. Since the number of stabilization steps is proved to be finite, the stabilized version inherits the fast local convergence of the BB method. The presented results of extensive numerical experiments show that our stabilization technique often allows the BB method to solve problems in a fewer iterations, or even to solve problems where the latter fails.

报告人简介：黄娜，中国农业大学理学院应用数学系副教授，硕士生导师。主要研究方向是数值优化与数值代数。目前致力于优化问题、鞍点问题、非线性方程组的数值解法研究。已发表论文20余篇。曾入选首批“2016年度博士后创新人才支持计划”、获第60批中国博士后科学基金面上资助一等资助以及国家自然科学基金青年科学基金项目。

邀请人： 谢家新