太阳成集团tyc7111cc学术报告
Nonsmooth Nonconvex-Nonconcave Min-Max Optimization Problems
报告人: 陈小君(香港理工大学)
报告时间:2024年6月24日(星期一) 14:00-15:00
报告地点:学院路校区新主楼D215
腾讯会议:322-466-147
报告摘要: This talk considers nonsmooth nonconvex-nonconcave min-max optimization problems with convex feasible sets. We discuss the existence of local saddle points, global minimax points and local minimax points, and study the optimality conditions for local minimax points. We show the existence of local saddle points and global minimax points of the convex-concave saddle point problem with cardinality penalties and the relations with its continuous relaxation problems. Moreover, we give an explicit formula for the value function of the inner maximization problem of a class of robust nonlinear least square problems and complexity bound for finding an approximate first order stationary point. A smoothing quasi-Newton subspace trust region algorithm is presented for training generative adversarial networks as nonsmooth nonconvex-nonconcave min-max optimization problems. Examples of retinal vessel segmentation in fundoscopic images are used to illustrate the efficiency of the algorithm.
报告人简介:陈小君,香港理工大学应用数学系讲座教授。2013-2019年担任香港理工大学应用数学系主任,现任中科院数学与系统科学研究院-香港理工大学应用数学联合实验室主任. 研究领域包括随机均衡问题、变分不等式、非光滑非凸优化,大数据分析中的稀疏优化。陈教授是澳大利亚研究理事会、日本学术振兴会,香港研究资助局及裘搓基金会拨款资助的二十多个科研项目的负责人。担任Area Editor of Journal of Optimization Theory and Applications, 并担任包括SIAM Journal on Numerical Analysis,SIAM Journal on Optimization, SIAM Journal on Control and Optimization 等国际著名刊物的编委,至今已在国际应用数学顶尖学术期刊上发表论文100余篇. 2021当选美国工业与应用数学学会会士、2022年当选美国数学学会会士, 2012年(柏林)和2024年(蒙特利尔)国际数学规划会议上作特邀报告。
邀请人:韩德仁