报告题目: Nonsmooth convex-concave min-max problems with cardinality penalties
报 告 人: 边伟 教授
报告时间: 2023年 12月17日(星期日)16:00-17:00
报告地点:4号楼4318
邀 请 人: 潘少华 教授
数学学院
2023年12月13日
报告摘要:In this talk, we focus on a class of convexly constrained nonsmooth convex-concave min-max problems with cardinality penalties. Although such nonsmooth nonconvex-nonconcave and discontinuous problems may not have a saddle point, we show that they have local saddle points and global minimax points, and some local saddle points have the lower bound properties. We define a class of strong local saddle points based on the lower bound properties for stability of variable selection. Moreover we give a framework to construct continuous relaxations of the discontinuous min-max problems based on the convolution, such that they have the same saddle points with the original problem. We also establish the relations between the continuous relaxation problems and the original problems regarding local saddle points, global minimax points, local minimax points and stationary points.
报告人简介:个人简介:边伟,女,哈尔滨工业大学数学学院,教授、博士生导师。2004年和2009年于哈尔滨工业大学分别获得学士和博士学位。2010-2012年访问香港理工大学跟随陈小君教授,从事博士后工作。主要从事的研究领域为:最优化理论与算法。先后在 MP, SIOPT, SIIMS, SINUA,SISC, MOR和IEEE系列汇刊发表多篇学术论文。先后获得2018年度 “龙江青年学者”和2019年度国家级青年人才。现任任SCI期刊JOTA编委,中国运筹学会理事,中国运筹学会数学规划分会理事,黑龙江数学会常务理事。