光滑无约束优化问题的新梯度方法

2023.09.22

投稿:龚惠英部门:理学院浏览次数:

活动信息

报告题目 (Title):New gradient methods for smooth unconstrained optimization problems(光滑无约束优化问题的新梯度方法)

报告人 (Speaker): 孙聪 副教授(北京邮电大学)

报告时间 (Time):2023年9月26日 (周二) 10:00

报告地点 (Place):校本部F309

邀请人(Inviter):徐姿 教授

主办部门:理学院数学系

报告摘要:In this talk, a new gradient method for unconstrained optimization problem is proposed, where the stepsizes are updated in a cyclic way, and the Cauchy step is approximated by the quadratic interpolation. Combined with the adaptive non-monotone line search technique, we prove the global convergence of this method. Moreover, the algorithms have sublinear convergence rate for general convex functions and R-linear convergence rate for strongly convex problems. The numerical results show that our proposed algorithm outperforms the benchmark methods.