报告题目：Recent convergence and equivalence results of several splitting methods

报告人：印卧涛教授，加州大学洛杉矶分校

时  间：2014年7月24日    上午10:00―11:30

地  点：东区管理科研楼  365英国上市官网1218室

内容提要：
This talk describes the following recent results
1. how to apply splitting methods to reduce a complicated optimization problem to simpler subproblems.
2. specifically, how to solve a problem with multiple blocks of data and variables by splitting methods with parallel and distributed implementations.
3. the speed of convergence of splitting methods such as ADMM, Douglas-Rachford, Peaceman-Rachford, and their relaxations. (The convergence is given in terms of objective error, fixed-point residual, and constraint violation. It is given for the general convex case, as well as cases with stronger regularity conditions such as smoothness and strong convexity.)
4. the equivalence between the ADMM applied to the original problem and to its Lagrange dual, and the equivalence between the ADMMs with different orders of subproblems.

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