报告题目：交替方向乘子法的若干进展

报 告 人：党亚峥

报告时间：11月29日9:00-11:00

报告地点：腾讯会议876-502-8125

主办单位：科研管理处 数学科学学院

报告人简介：党亚峥，上海理工大学副教授、硕士生导师，新加坡国立大学、科廷大学访问学者。主要研究领域为金融优化、智能优化，Journal of Industrial and management optimization，Journal of Optimization Theory and Applications等知名期刊审稿人，美国数学评论特约评论员，主持省部级以上科研项目10余项。

报告内容简介：The alternating direction method of multipliers (ADMM) is one of the most powerful and successful methods for solving various nonconvex consensus problem. The convergence of the conventional ADMM (i.e., 2-block) for convex objective functions has been stated for a long time. As an accelerated technique, the inertial effect was used by many authors to solve 2-block convex optimization problem. This paper combines the ADMM and the inertial effect to construct an inertial alternating direction method of multipliers (IADMM) to solve the multi-block nonconvex consensus problem and shows the convergence under some suitable conditions. Simulation experiment verifies the effectiveness and feasibility of the proposed method.