时间👮🏽👩🎤:4月18日(明天)下午2:00~3:00
主讲人:袁亚湘👩🏿🏫,中科院院士,前任中国运筹学会理事长(现为学会的名誉理事长)
地点:舜德楼北412演讲厅
Title: Optimality Conditions and a Smoothing Trust Region Newton Method for Non-Lipschitz Optimization
Abstract: Regularized minimization problems with nonconvex, nonsmooth, perhaps non-Lipschitz penalty functions have attracted considerable attention in recent years, owing to their wide applications in image restoration, signal reconstruction and variable selection. In this talk, we derive affine-scaled second order necessary and sufficient conditions for local minimizers of such minimization problems. Moreover, we propose a global convergent smoothing trust region Newton method which can find a point satisfying the affine-scaled second order necessary optimality condition from any starting point. Numerical examples are given to demonstrate the effectiveness of the optimality conditions and the smoothing trust region Newton method.