题目:Constraint dissolving: a powerful tool for Riemannian optimization
内容简介:We propose constraint dissolving approaches for optimization problems over a class of Riemannian manifolds. In these proposed approaches, solving a Riemannian optimization problem is transferred into the unconstrained minimization of a constraint dissolving function named CDF. Different from existing exact penalty functions, the exact gradient and Hessian of CDF are easy to compute. We study the theoretical properties of CDF and prove that the original problem and CDF have the same first-order and second-order stationary points, local minimizers, and Łojasiewicz exponents in a neighborhood of the feasible region. Remarkably, the convergence properties of our proposed constraint dissolving approaches can be directly inherited from the existing rich results in unconstrained optimization. Therefore, the proposed constraint dissolving approaches build up short cuts from unconstrained optimization to Riemannian optimization. Several illustrative examples further demonstrate the potential of the proposed approaches.
报告人:刘歆
报告人简介:中国科学院数学与系统科学研究院研究员,博士生导师,计算数学与科学工程计算研究所副所长。2004年本科毕业于北京大学数学科学学院;并于2009年在中国科学院数学与系统科学研究院获得博士学位。主要研究方向包括流形优化、分布式优化及其在材料计算、大数据分析和机器学习等领域的应用。分别于2016年,2021年和2023年获得国家自然科学基金委优秀青年科学基金项目、杰出青年科学基金项目和科技部重点专项的资助。2024年获得中国工业与应用数学学会萧树铁应用数学奖。现担任MPC, JCM, APJOR等国内外期刊编委,《中国科学·数学》(中英文)青年编委,《计算数学》副主编;中国科学院青年创新促进会理事长;中国运筹学会常务理事;中国工业与应用数学会副秘书长,中国数学会计算数学分会常务理事。
时间:2025年3月14日(周五) 10:00
地点:石牌校区南海楼338会议室